Question
Suppose Citigroup has an expected return of 10.1%, the expected return for the S&P 500 is 12.6%, and the current T-bill rate is 1.8%. If
Suppose Citigroup has an expected return of 10.1%, the expected return for the S&P 500 is 12.6%, and the current T-bill rate is 1.8%. If the CAPM holds, what Citigroup's beta? Enter your answer as a decimal and show 3 decimal places.
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Principles Of Finance With Excel
Authors: Simon Benninga
2nd Edition
0199755477, 9780199755479
