Question
Stock Y has a beta of .87 and an expected return of 9.80 percent. Stock Z has a beta of .70 and an expected return
| Stock Y has a beta of .87 and an expected return of 9.80 percent. Stock Z has a beta of .70 and an expected return of 9 percent. What would the risk-free rate have to be for the two stocks to be correctly priced relative to each other? |
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Salomon Smith Barney Guide To Mortgage Backed And Asset Backed Securities
Authors: Lakhbir Hayre
1st Edition
0471385875, 978-0471385875
