Question: The Beta for Stock A is 0 . 9 2 . The risk free rate is 4 . 6 0 % the expected market return

The Beta for Stock A is 0.92. The risk free rate is 4.60% the expected market return is 11.60%.
a. Calculate the expected return for Stock A using CAPM
b. the actual total return for Stock A is 13.52%. Calculate the unexpected part of the actual total return for stock A.
c. The actual total return for the market is 13.52% Caculate the unexpected part of the actual total return for the market.
d. Calculate the systematic portion of the unexpected part of the actual total return for Stock A.
e. Caclulate the unsystematic portion of the unexpected part of the actual total return for Stock A.

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