Question
What is the cost of equity for a firm with a market beta of 1.1, a SMB beta of 1.1, and a HML beta of
What is the cost of equity for a firm with a market beta of 1.1, a SMB beta of 1.1, and a HML beta of 1.7? You may assume this firm has an alpha of zero. Please give your answers to four decimal places - an answer of 9.54% would be represented as 0.0954.
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Applied Equity Analysis and Portfolio Management Tools to Analyze and Manage Your Stock Portfolio
Authors: Robert A.Weigand
1st edition
978-111863091, 1118630912, 978-1118630914
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