Question $3$

$0/1$ point

Assuming Stock B is the market portfolio;

$\backslash$table$[[,$Stock A$,$Stock B$,$Stock C$],[$Expected Return,$0\mathrm{.}032945,0\mathrm{.}027667,0\mathrm{.}014807],[$Variance$,0\mathrm{.}00171560,0\mathrm{.}00132960,0],[$COV$($AB$),0\mathrm{.}00242450,,]]$

If you believe the CAPM is valid, what is the required return for Stock A$?$

Round to $4$ decimals, and present result in decimals, for example, $\mathrm{.}08,$ not $8\%$

Answer:

$0\mathrm{.}0148(0\mathrm{.}0383)$