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Using ICAPM, please estimate the expected portfolio return to a U.S. Investor given the data below. CAPM Beta (vs World Index) 0.25 Expected MRP of
Using ICAPM, please estimate the expected portfolio return to a U.S. Investor given the data below.
CAPM Beta (vs World Index) | 0.25 | ||
Expected MRP of the World Index | 6.00% | ||
US Treasury E(r)
| 2.00% 1.1 | ||
Risk Premium of Euro vs USD | 1.00% |
4.6% | ||
4.9% | ||
5.0% | ||
5.3% |
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