What must the beta of a portfolio be if the expected return of the portfolio is 18.61%,

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What must the beta of a portfolio be if the expected return of the portfolio is 18.61%, the risk-free rate is 3.00%, and the expected return of the market is 12.46%?

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Essentials of Investments

ISBN: 978-0078034695

9th edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Posted Date: Feb 20, 2020 12:30 AM

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What must the beta of a portfolio be if the expected return of the portfolio is 18.61%,

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Solution As per CAPM the expected ret... View the full answer

Essentials of Investments

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