You are examining three different shares. Share A has expected return 5.30%, beta 0.44, and volatility 17.00%. Share B has expected return 4.80%, beta 0.49, and volatility 11.00%. Finally, share C has expected return 6.90%, beta 0.84, and volatility 20.00%. The risk free rate is 2.00%, while the market price of risk is 6.70%. According to the CAPM, which share is undervalued? A B C None of the shares is undervalued An antitrust case has lead to you having to calculate a fair return (using the CAPM) for RadioEthiopea common stock. The risk free rate is 3.20%, while the expected return on the market is 6.80%. The shares have a volatility of 35.00%, while the market has a volatility of 11.00%. The correlation between the two sets of returns is 0.38. What is the fair return for RadioEthiopea common stock? 7.55% 11.42% 3.63% 4.57% On 1 june, shares in Blue.com traded at $40.82. Your broker allowed you to buy the shares on margin with an initial margin of 60.00%. You bought as many shares as you could. The broker charged you no interest on the account. Now, Blue.com shares trade at $37.40. What was your holding period return from 1 June to today? 8.38% 5.03% 13.96% 13.41%