Question
Assume that both portfolios A and B are well diversified, that E ( r A ) = 10%, and E ( r B ) =
| Assume that both portfolios A and B are well diversified, that E(rA) = 10%, and E(rB) = 7%. If the economy has only one factor, and A = 1.2, whereas B = 0.7, what must be the risk-free rate? |
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ISE Essentials Of Investments
Authors: Zvi Bodie, Alex Kane, Alan Marcus
12th International Edition
1265450099, 9781265450090
