Question
The risk-free rate is 4%; the expected return on the market is 10%. Stock A has a beta of 0.75; Stock B has a beta
The risk-free rate is 4%; the expected return on the market is 10%. Stock A has a beta of 0.75; Stock B has a beta of 1.4. Compute the expected return on a portfolio with 45% in A and 55% in B.
ER45/55 = %
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Handbook Of Environmental And Sustainable Finance
Authors: Vikash Ramiah, Greg N. Gregoriou
1st Edition
012803615X, 978-0128036150
