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An analyst has modeled the stock of Crisp Trucking using a two-factor APT model. The risk- free rate is 6%, the expected return on the
- An analyst has modeled the stock of Crisp Trucking using a two-factor APT model. The risk- free rate is 6%, the expected return on the first factor r1 is 12%, and the expected return on the second factor r2 is 8%. If bi1 0 7 and bi2 0 9, what is Crisps required return?
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Principles Of Sustainable Finance
Authors: Dirk Schoenmaker, Willem Schramade
1st Edition
0198826605, 978-0198826606
