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The market has an expected return of 14.30 % and a variance of 0.0061. The T-bill rate is 4.90%. Stock

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The market has an expected return of 14.30 % and a variance of 0.0061. The T-bill rate is 4.90%. Stock A has a variance of 0.0810 and a covariance with the market of 0.0193. What is the expected return of stock A?

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Principles of Corporate Finance

Principles of Corporate Finance

ISBN: 978-1260013900

13th edition

Authors: Richard Brealey, Stewart Myers, Franklin Allen

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Question Details
Chapter # 8
Section: Mini case
Problem: 1
Posted Date: September 03, 2023 04:51:30
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