Asset Z has a beta of 1.2. The risk-free rate of return is 6 percent, while the return on the market portfolio of assets is 10 percent. The market risk premium is O 10.8 percent 4.8 percent O 4.0 percent O 18.0 percent

Asset Z has a beta of 1.2. The risk-free rate of return is 6 percent, while the return on the market portfolio of assets is 10 percent. The market risk premium is 10.8 percent 4.8 percent 4.0 percent 18.0 percent