Question: Question 34 The expected return on stock A is 11.05 percent. The expected return on stock B is 8.10 percent. Assuming CAPM holds, if the

Question 34 The expected return on stock A is 11.05 percent.

Question 34 The expected return on stock A is 11.05 percent. The expected return on stock B is 8.10 percent. Assuming CAPM holds, if the beta of stock A is higher than the beta of stock B by 0.11, what should the risk premium be? (Round answer to 2 decimal places, e.g. 2.36%.) Risk premium %

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