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[Refer to the Data in the table] E(R) SD Beta A 11% 10% .8 B 14% 31% 1.5 Market index 15% 20% 1.0 Notes 3.5%
[Refer to the Data in the table] E(R) SD Beta A 11% 10% .8 B 14% 31% 1.5 Market index 15% 20% 1.0 Notes 3.5% 0% 0.0 What is the Abnormal return of portfolio B using CAPM
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