An investor finds that he earned a rate of 14.7 percent on a position he took...

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An investor finds that he earned a rate of 14.7 percent on a position he took a year ago in security XYZ. If XYZ has a beta of 1.29, the market risk premium is 5.6 percent and the risk free return is 1.5%, what was the investors excess return expressed in %. Enter your answer as a % to 2 decimal places, but do not include the % sign. An investor finds that he earned a rate of 14.7 percent on a position he took a year ago in security XYZ. If XYZ has a beta of 1.29, the market risk premium is 5.6 percent and the risk free return is 1.5%, what was the investors excess return expressed in %. Enter your answer as a % to 2 decimal places, but do not include the % sign.

Answer rating: 100% (QA)

The excess return of the investor is the difference betwe... View the full answer