Question
(Capital asset pricing model) The expected return for the general market is 13.1 percent, and the risk premium in the market is 7.6 percent. Tasaco,
(Capital asset pricing model)
The expected return for the general market is
13.1 percent, and the risk premium in the market is 7.6 percent. Tasaco, LBM, and Exxos have betas of
0.863, 0.662, and 0.554, respectively. What are the corresponding required rates of return for the three securities?
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Finance
Authors: Angelico Groppelli, Ehsan Nikbakht
2nd Edition
0812043731, 978-0812043730
