Question
What must be the beta of a portfolio with E ( r P ) = 18%, if r f = 4% and E( r M
| What must be the beta of a portfolio with E(rP) = 18%, if rf = 4% and E(rM) = 14%? (Do not round intermediate calculations. Round your answer to 2 decimal places.) |
| Beta of a portfolio |
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Foundations Of Financial Markets And Institutions
Authors: Franco Modigliani, Frank J. Jones, Michael G. Ferri, Frank J. Fabozzi
3rd Edition
0130180793, 978-0130180797
