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Assume both portfolios A and B are well diversified, that E ( r A ) = 1 4 % and E ( r B )

Assume both portfolios A and $B$ are well diversified, that $E (r_{A}) = 14 %$ and $E (r_{B}) = 14.8 % .$ If the economy has only one factor, and $_{A} = 1$ while $_{B} = 1.1,$ what must be the risk $-$ free rate?

Risk $-$ free rate

$6$

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Question

Assume both portfolios A and B are well diversified, that E ( r A ) = 1 4 % and E ( r B )

Assume both portfolios A and B are well diversified, that E(rA)=14% and E(rB)=14.8%. If the economy has only one factor, and A=1 while B=1.1, what must be the risk-free rate? Risk-free rate 6

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Sport Finance

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Assume both portfolios A and $B$ are well diversified, that $E (r_{A}) = 14 %$ and $E (r_{B}) = 14.8 % .$ If the economy has only one factor, and $_{A} = 1$ while $_{B} = 1.1,$ what must be the risk $-$ free rate?

Risk $-$ free rate

$6$