Question
Assume a risk-free rate of 2.69% and an expected return of the market of 8.11%. Assume further that we have an asset with a beta
Assume a risk-free rate of 2.69% and an expected return of the market of 8.11%. Assume further that we have an asset with a beta of 2.09. According the CAPM, what should the expected return of this asset be? (give the answer as a percentage)
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Multinational Finance
Authors: Kirt C. Butler
3rd Edition
0324177453, 978-0324177459
