Question
(Capital asset pricing model) The expected return for the general market is 12.8 percent, and the risk premium in the market is 9.3%. Tasaco, LBM,
(Capital asset pricing model)
The expected return for the general market is 12.8 percent, and the risk premium in the market is 9.3%. Tasaco, LBM, and Exxos have betas of 0.864, 0.693 and 0.575, respectively. What are the corresponding required rates of return for the three securities?
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Mastering Islamic Finance
Authors: Faizal Karbani
1st Edition
1292001445, 978-1292001449
