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In a world that fits capm the following is known: Asset K is efficient with a return of 5.8 & Beta .65 Risk free
In a world that fits capm the following is known: Asset K is efficient with a return of 5.8 & Beta .65 Risk free rate is 2.1% Market Portfolio has a total risk of .22 Asset F has total risk of .25 at a return of 7% Asset Z has a total risk of .18 Questions: I 1. Determine the formula for SML 2. Calculate the return for the market portfolio 3. Determine the formula for CAL 4. Calculate the total risk of asset K 5. Calculate the unsystematic risk of asset F 6. What will happen to asset Z when investors will find out the return will be close to 7.5%
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
