Question
What should be the beta of a portfolio with E ( r P ) = 18%, if r f = 4% and E( r M
What should be the beta of a portfolio with E ( r P ) = 18%, if r f = 4% and E( r M ) = 14%? (Do not round intermediate calculations. Round your answer to 2 decimal places.) |
Beta of a portfolio |
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Financial Management Core Concepts
Authors: Raymond M Brooks
2nd edition
132671034, 978-0132671033
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