Q16 Expected return on the market portfolio is 9.8% and the risk-free rate is 2.7%. A stock has an expected return of 6.9% and a
Q16
Expected return on the market portfolio is 9.8% and the risk-free rate is 2.7%. A stock has an expected return of 6.9% and a beta of 0.96. What is the required return for this stock?
| 8.2% | ||
| 8.6% | ||
| 9.0% | ||
| 9.5% | ||
| 10.6% |
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Authors: Judith J. Baker, R.W. Baker
3rd Edition
076377894X, 978-0763778941
