Question: On a given day the excess return on the Australian stock market is -1.8%. On the same day the excess return on Share ABC is

On a given day the excess return on the Australian stock market is -1.8%. On the same day the excess return on Share ABC is -2.4%. If there were NO unsystematic risk factors affecting the share on that day, what is your estimate of the share's beta?

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?

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