Question: Question 10 1 pts A stock has an expected return of 0.12. its beta is 1.33, and the risk-free rate is 0.06. What must the
Question 10 1 pts A stock has an expected return of 0.12. its beta is 1.33, and the risk-free rate is 0.06. What must the expected return on the market be? Enter the answer with 4 decimals (e.g. 0.0567). I I Question 11 1 pts You own a stock portfolio invested 32 percent in Stock Q, 22 percent in Stock R. 19 percent in Stock S. and 27 percent in Stock T. The betas for these four stocks are 0.82.0.72.2.99, and 0.93. respectively. What is the portfolio beta? Enter the answer with 4 decimals (e.g. 1.1234) D Question 12 1 pts A stock has a beta of 0.95, the expected return on the market is 0.09, and the risk-free rate is 0.02. What must the expected return on this stock be? Enter the answer with 4 decimals (e.g. 0.1234)
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
