Question
Astock has an expected return of 11.1 percent, its beta is .86, and the risk-free rate is 5.55 percent. What must the expected return on
Astock has an expected return of 11.1 percent, its beta is .86, and the risk-free rate is 5.55 percent.
What must the expected return on the market be?
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Investments
Authors: Zvi Bodie, Alex Kane, Alan Marcus, Stylianos Perrakis, Peter
8th Canadian Edition
007133887X, 978-0071338875
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