Question: Chapter 07 Practice Test Question 06 Alpha and the CAPM A stock with a beta of 0.81 has an expected return of 11% and an

Chapter 07 Practice Test Question 06 Alpha and the CAPM A stock with a beta of 0.81 has an expected return of 11%

Chapter 07 Practice Test Question 06 Alpha and the CAPM A stock with a beta of 0.81 has an expected return of 11% and an alpha of 1.47% when the market expected return is 11%. What must be the risk free rate that satisfies these conditions? points Skipped eBook Print 10 0 0 0 References Chapter 07 Practice Test Question 07 Portfolio Beta An investor places $5,000 in Stock A, $4,000 in Stock B and $10,000 in Stock C. Stock A has a beta of 0.9, Stock B has a beta of 1.05 and Stock C has a beta of 1.25. What is the resulting portfolio beta? points Skipped Multiple Choice eBook 0 Print References 0 0 0

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