Assume that all but one of the assumptions of the standard CAPM hold. There exists no...
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Assume that all but one of the assumptions of the standard CAPM hold. There exists no risk free asset. The expected return on the market portfolio is 10%. The expeccted return on a well diversified portfolio is 8%, the beta of this portfolio is 0.60. The expected return on the zero-beta portfolio is in the interval OA) <0%-2%] OB) <2% -4%] C) <4%-6%] D) <6%-8%) E) <8%-10% ] 13 Assume that all but one of the assumptions of the standard CAPM hold. There exists no risk free asset. The expected return on the market portfolio is 10%. The expeccted return on a well diversified portfolio is 8%, the beta of this portfolio is 0.60. The expected return on the zero-beta portfolio is in the interval OA) <0%-2%] OB) <2% -4%] C) <4%-6%] D) <6%-8%) E) <8%-10% ] 13
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Related Book For
Intermediate Financial Management
ISBN: 978-1111530266
11th edition
Authors: Eugene F. Brigham, Phillip R. Daves
Posted Date:
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