Question
You hold a portfolio of 3 stocks: Portfolio Weight Beta Stock A 25% 0.5 Stock B 50% 1.3 Stock C 25% 1 The risk-free rate
You hold a portfolio of 3 stocks: Portfolio Weight Beta Stock A 25% 0.5 Stock B 50% 1.3 Stock C 25% 1 The risk-free rate is 2.9, and the market risk premium is 5.3. What is the expected return of this portfolio??
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International Financial Management
Authors: Jeff Madura, Roland Fox
4th Edition
147372550X, 9781473725508
