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In a single-index model, the following table gives the expected returns, alphas (), standard deviation (), beta () and firm-specific standard deviation () for the
In a single-index model, the following table gives the expected returns, alphas (), standard deviation (), beta () and firm-specific standard deviation () for the market, the risk-free asset, the three stocks A, B and C, all in annualized terms. Find the expected return of Asset A. \begin{tabular}{l} 10% \\ \hline 12.5% \\ \hline 15% \\ \hline 5% \end{tabular} In a single-index model, the following table gives the expected returns, alphas (), standard deviation (), beta () and firm-specific standard deviation () for the market, the risk-free asset, the three stocks A, B and C, all in annualized terms. Find the expected return of Asset A. \begin{tabular}{l} 10% \\ \hline 12.5% \\ \hline 15% \\ \hline 5% \end{tabular}
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