Question
Assume that both portfolios A and B are well diversified, that E ( r A ) = 25%, and E ( r B ) =
| Assume that both portfolios A and B are well diversified, that E(rA) = 25%, and E(rB) = 20%. If the economy has only one factor, and A = 1.8, whereas B = 1.4, what must be the risk-free rate?(Do not round intermediate calculations. Omit the "%" sign in your response.) |
| Risk-free rate | % |
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Financial Management In The Sport Industry
Authors: Matthew T. Brown, Daniel A. Rascher, Mark S. Nagel, Chad D. McEvoy
3rd Edition
0367321211, 978-0367321215
