Question
Assume that the risk-free rate of interest is 4% and the expected rate of return on the market is 16%. A stock has an expected
Assume that the risk-free rate of interest is 4% and the expected rate of return on the market is 16%. A stock has an expected rate of return of 5%. What is its beta? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 2 decimal places.)
| Beta |
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Quantitative Finance: An Object-Oriented Approach In C++
Authors: Erik Schlogl, Dilip B. Madan
1st Edition
1584884797, 978-1584884798
