Question
Consider the CAPM. The risk-free rate is 6%, and the expected return on the market is 16%. What is the expected return on a stock
Consider the CAPM. The risk-free rate is 6%, and the expected return on the market is 16%. What is the expected return on a stock with a beta of 1.9?
A 25.0%
B 11.3%
C 35.8%
D 36%
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Fundamentals of Investments Valuation and Management
Authors: Bradford D. Jordan, Thomas W. Miller
5th edition
978-007728329, 9780073382357, 0077283295, 73382353, 978-0077283292
