Question
Katherine Wilson is wondering how much risk she must undertake to generate an acceptable return on her porfolio. Therisk-free return currently is 2 %. The
Katherine Wilson is wondering how much risk she must undertake to generate an acceptable return on her porfolio. Therisk-free return currently is
2%. The return on the average stock(market return) is 10%. Use the CAPM to calculate the beta coefficient associated with a portfolio return of 16%.
The Beta of the portfolio is?
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Fundamentals of Multinational Finance
Authors: Michael H. Moffett, Arthur I. Stonehill, David K. Eiteman
5th edition
205989756, 978-0205989751
