P&G and the market have the following annual returns. The risk-free rate is 3.5% and the equity
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Question:
P&G and the market have the following annual returns. The risk-free rate is 3.5% and the equity market risk premium is 7.7%. Using CAPM and the data provided, what is P&G's expected return? Write your answer to two decimal places as a percentage without the percent sign, e.g., write 12.02% as 12.02.
Year: P&G Market
2008 -40% -40%
2009 -10% 16%
2010 35% -5%
2011 -5% -10%
2012 16% 35%
Related Book For
Financial Reporting Financial Statement Analysis and Valuation a strategic perspective
ISBN: 978-1285190907
8th edition
Authors: James M. Wahlen, Stephen P. Baginski, Mark Bradshaw
Posted Date: