Assume in a CAPM equilibrium: the risk-free rate is 2%; the expected return of the market...
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Assume in a CAPM equilibrium: the risk-free rate is 2%; the expected return of the market portfolio is 10%; the variance of the market portfolio is 20%. Suppose the expected return of asset X is 18%, calculate the beta of X and the covariance between X and market portfolio. O a. 2; 40% O b. 3; 60% O c. 1; 20% O d. 1.5; 30% Assume in a CAPM equilibrium: the risk-free rate is 2%; the expected return of the market portfolio is 10%; the variance of the market portfolio is 20%. Suppose the expected return of asset X is 18%, calculate the beta of X and the covariance between X and market portfolio. O a. 2; 40% O b. 3; 60% O c. 1; 20% O d. 1.5; 30%
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Related Book For
Holt McDougal Larson Geometry
ISBN: 9780547315171
1st Edition
Authors: Ron Larson, Laurie Boswell, Timothy D. Kanold, Lee Stiff
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