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The expected return on a security, according to the CAPM, is 13.46%, the beta of the security is 1.76 and the risk-free rate is 1.19%.
The expected return on a security, according to the CAPM, is 13.46%, the beta of the security is 1.76 and the risk-free rate is 1.19%. What is the value of the risk premium?
a.
6.97%
b.
5.78%
c.
8.16%
d.
12.27%
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Bond Markets Analysis And Strategies
Authors: Frank J. Fabozzi
6th Edition
0131986430, 9780131986435
