Question
The Treasury bill rate is 6%, and the expected return on the market portfolio is 10%. According to the capital asset pricing model: d. If
The Treasury bill rate is 6%, and the expected return on the market portfolio is 10%. According to the capital asset pricing model:
d. If the market expects a return of 10.8% from stock X, what is its beta? (Do not round intermediate calculations. Round your answer to 2 decimal places.)
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Introduction To Mathematical Finance Discrete Time Models
Authors: Stanley R. Pliska
1st Edition
1557869456, 9781557869456
