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You are holding a stock that has a beta of 1.49 and is currently in equilibrium. The required return on the stock is 14.41%, and
You are holding a stock that has a beta of 1.49 and is currently in equilibrium. The required return on the stock is 14.41%, and the expected return on the market portfolio is 12.20%. What would be the expected return on the stock if the expected market return increased to 17.00% while the risk-free rate and beta remained unchanged
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Mathematical Control Theory And Finance
Authors: Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria Do Rosário Grossinho
2008th Edition
3540695311, 978-3540695318
