On a given day the excess return on the Australian stock market is -1.8%. On the same
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Question:
A share has a beta of 1.3. The risk-free rate of return is 2.9% and the market risk premium is 6.0%. What is the expected return from the share according to the CAPM?
Related Book For
Applied Regression Analysis and Other Multivariable Methods
ISBN: 978-1285051086
5th edition
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
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