Question
You have been given the following monthly data: Company ai (iuntercept) i riM Pickled Fish 0.240 13.30% 0.710 S&P500 0.000 5.00% 1.000 Assuming a
You have been given the following monthly data:
Company | ai (iuntercept) | σi | riM |
Pickled Fish | 0.240 | 13.30% | 0.710 |
S&P500 | 0.000 | 5.00% | 1.000 |
Assuming a risk-free rate of 6% and an expected return for the market portfolio of 12%, compute the expected (required) return for Pickled Fish.
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Fundamentals of Investing
Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk
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978-0133075403, 133075354, 9780133423938, 133075400, 013342393X, 978-0133075359
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