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The risk-free rate is 4.91%. The market risk premium is 16.44%. The variance of the market portfolio is 11.60%. Using CAPM result #2, what is
The risk-free rate is 4.91%. The market risk premium is 16.44%. The variance of the market portfolio is 11.60%.
Using CAPM result #2, what is the expected return of the risk-free rate based on CAPM?
Note: if you think that there is not enough information, type "-9".
The correlation between the market and stock A is -47.17%. The variance of the market is 9.54%. The variance of the returns of A is 9.25%. What is the beta of stock A?
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Comparative Public Budgeting
Authors: George M Guess
2nd Edition
1316648109, 978-1316648100
