Question
Capital asset pricing model (CAPM) Give a risk-free rate (rf) of 6% and a market risk premium (rm rf) of 8.2%, calculate the required rate
Capital asset pricing model (CAPM)
Give a risk-free rate (rf) of 6% and a market risk premium (rm rf) of 8.2%, calculate the required rate of return on each the following case. Hint: CAPM model: r = rf + * (rm rf)
Amazon.com with = 1.05
??
DuPont with = 1.15
??
30% Amazon + 70% of DuPont.
??
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Handbook Of Modeling High Frequency Data In Finance
Authors: Frederi G. Viens, Maria Cristina Mariani, Ionut Florescu
1st Edition
0470876883, 978-0470876886
