Question
Stock A has an expected return of 14.05% and a beta of 2.2. Stock B has an expected return of 7% and a beta of
Stock A has an expected return of 14.05% and a beta of 2.2. Stock B has an expected return of 7% and a beta of 1. What must be the expected return on a risk free asset?
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Investments
Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey
6th Edition
8120321014, 978-8120321014
