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Dla del estudiante Welcome to Citizen... Value 20.00 points Nueva pestaa Test Prepar Problem 7-17 Consider the following information: Portfolio Risk- free Market Expected Return

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Dla del estudiante Welcome to Citizen... Value 20.00 points Nueva pestaa Test Prepar Problem 7-17 Consider the following information: Portfolio Risk- free Market Expected Return 7 % Beta 0 10.0 18 a. Calculate the expected return of portfolio A with a beta of 18. (Round your answer to 2 decimal places.) Expected return b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Alpha 90 c. if the simple CAPM is valid state whether the above situation is possible

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