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the risk free rate is 3%. market expected return is 10%. Anthony expects both stocks to return 9.5%. The beta of A is 0.8 and
the risk free rate is 3%. market expected return is 10%. Anthony expects both stocks to return 9.5%. The beta of A is 0.8 and beta for B is 1.2. What trades should he make?
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International Finance Putting Theory Into Practice
Authors: Piet Sercu
1st edition
069113667X, 978-0691136677
