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The market expects a stock to return 6.85% over then ext year. The stock's beta is 0.21. If the risk free is 1.16% and the
The market expects a stock to return 6.85% over then ext year. The stock's beta is 0.21. If the risk free is 1.16% and the market risk premium is 5.51%, what is the stock's alpha
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Advanced Modelling In Mathematical Finance
Authors: Jan Kallsen, Antonis Papapantoleon
1st Edition
3319458736, 978-3319458731
