Question
If the risk-free interest rate is 5%, the market price of risk is 6%, and the beta is 0.5, then, according to the classical single-factor
If the risk-free interest rate is 5%, the market price of risk is 6%, and the beta is 0.5, then, according to the classical single-factor CAPM, what is the equilibrium expected total return for investment in the asset in question?
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Managerial Economics
Authors: Mark Hirschey
12th edition
9780324584844, 324588860, 324584849, 978-0324588866
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