Question
An investor was expecting an 15.70% return on his portfolio with beta of 1.80 before the market risk premium increased from 6.30% to 12.40%. Based
An investor was expecting an 15.70% return on his portfolio with beta of 1.80 before the market risk premium increased from 6.30% to 12.40%. Based on this change, what return will now be expected on the portfolio? a. 26.68% b. 22.32% c. 38.02% d. 4.36% e. 31.72%
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Public Finance
Authors: Richard W. Tresch
4th Edition
0128228644, 978-0128228647
