The market index has average return 8 and standard deviation 25 The risk free rate is 3 A portfolio 'A' has beta 0 9, idiosyncratic variance of 0 05, and an M measure of 0 02 What is the average return on the portfolio The market index has average return 8 and standard deviation 25 The risk free r...

To calculate the average return on the portfolio A we ...

The market index has average return 8% and standard deviation 25%. The risk-free rate is 3%....

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Principles of Finance

ISBN: 978-1285429649

6th edition

Authors: Scott Besley, Eugene F. Brigham

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Posted Date: Feb 16, 2024 10:37 PM

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The market index has average return 8% and standard deviation 25%. The risk-free rate is 3%....

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