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Problem 3 Consider the CAPM. The risk-free rate is 5%, and the expected return on the market is 15%. What is the beta on a
Problem 3
Consider the CAPM. The risk-free rate is 5%, and the expected return on the market is 15%.
What is the beta on a stock with an expected return of 17%?
A. .5
B. .7
C. 1
D. 1.2
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Options Futures And Other Derivatives
Authors: John C. Hull
7th Edition
0136015867, 9780136015864
