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Share A has the following returns over the last 6 months: -10%, -3%, 17%, 8%, 7%, 12% The Market portfolio had the following returns over
Share A has the following returns over the last 6 months: -10%, -3%, 17%, 8%, 7%, 12% The Market portfolio had the following returns over the same period: 1%, 9%, 4%, 10%, 7%, -2%. The risk free rate is 1 and the market is expected returns can be calculated as the average of its past 6 month returns. Calculate the expected return of Share A according to the CAPM.
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