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MUSEL PRICHY O Arbitrage Pricing... Help Save & Exit Sub Check my work Consider the following information: Expected Return Beta points Portfolio Risk-free Market 12.0

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MUSEL PRICHY O Arbitrage Pricing... Help Save & Exit Sub Check my work Consider the following information: Expected Return Beta points Portfolio Risk-free Market 12.0 10.0 1.0 00:15:40 a. Calculate the return predicted by CAPM for a portfolio with a beta of 1.5. (Round your answer to 2 decimal places.) BOR References Rolumn b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Alpha

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