Question
suppose the risk free rate is 4.7 percent and the market portfolio has an expected return of 11.2 percent. the market portfolio has a variance
suppose the risk free rate is 4.7 percent and the market portfolio has an expected return of 11.2 percent. the market portfolio has a variance of .0382. Portfolio Z has a correlation coefficient with the market of .28 and a variance of .3285. According to the capital stock asset Pricing stock model, what is the expected return on portfolio Z ?
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Introduction to Finance Markets, Investments and Financial Management
Authors: Ronald W. Melicher, Edgar A. Norton
16th edition
1119398282, 978-1-119-3211, 1119321115, 978-1119398288
