Question
As part of the CAPM with constraints on borrowing capacity you have the following data: E( RM ) = 16% (RM) = 30% E(RZ (M)
As part of the CAPM with constraints on borrowing capacity you have the following data:
E(RM) = 16% (RM) = 30% E(RZ(M)) = 8%
Complete the following table:
| Actions | Hope | Standard deviation | Beta | Residual variance |
| X | 20% | ? | ? | 0.0475 |
| And | 10% | ? | ? | 0.0875 |
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Foundations Of Real Estate Financial Modelling
Authors: Roger Staiger
2nd Edition
1138046183, 978-1138046184
