Question
Jasonknows that the beta of his portfolio is equal to 1, but he does not know the risk-free rate of return or the market risk
Jasonknows that the beta of his portfolio is equal to 1, but he does not know the risk-free rate of return or the market risk premium. He also knows that the expected return on the market is10.00percent. What is the expected return onJason's portfolio?(Round answer to 2 decimal places, e.g. 12.25)
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International Financial Management
Authors: Geert Bekaert, Robert J. Hodrick
2nd edition
013299755X, 132162768, 9780132997553, 978-0132162760
