Question: Please show work. Question 14 1 / 1 pts You are given the following information of three portfolios over the last year. Portfolio A Portfolio
Please show work.
Question 14 1 / 1 pts You are given the following information of three portfolios over the last year. Portfolio A Portfolio B Market Portfolio Average Return 12.0% 14.5% 9.0% Beta 1.20 1.40 1.00 Standard Deviation 20.0% 24% 18.0% The risk-free rate of interest is 4.0% and the equity risk (or market risk) premium is 5.0%. What is the required return for portfolios A? 10% 12% 11%
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