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If the expected return on the market portfolio is estimated to be 17 %, the risk-free rate of interest is 6 %, and the beta

If the expected return on the market portfolio is estimated to be 17%, the risk-free rate of interest is 6%, and the beta of asset i is 0.40, what is the expected return on asset i using CAPM model?

12.80%

10.40%

6.80%

4.40%

2.40%

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		12.80%
		10.40%
		6.80%
		4.40%
		2.40%

Question

If the expected return on the market portfolio is estimated to be 17 %, the risk-free rate of interest is 6 %, and the beta

If the expected return on the market portfolio is estimated to be 17%, the risk-free rate of interest is 6%, and the beta of asset i is 0.40, what is the expected return on asset i using CAPM model? 12.80% 10.40% 6.80% 4.40% 2.40%

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If the expected return on the market portfolio is estimated to be 17%, the risk-free rate of interest is 6%, and the beta of asset i is 0.40, what is the expected return on asset i using CAPM model?

12.80%

10.40%

6.80%

4.40%

2.40%