The risk-free rate is 2 percent, the expected return on the PSEi is 14 percent, and its

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The risk-free rate is 2 percent, the expected return on the PSEi is 14 percent, and its standard deviation is 23 percent. A local equity ABC stock has a standard deviation of 51 percent but is uncorrelated with the market.

- Calculate ABC’s beta and calculate ABC’s expected return.

Related Book For answer-question

Investments Principles Of Portfolio And Equity Analysis

ISBN: 9780470915806

1st Edition

Authors: Michael McMillan, Jerald E. Pinto, Wendy L. Pirie, Gerhard Van De Venter, Lawrence E. Kochard

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Posted Date: Mar 22, 2024 01:09 AM

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The risk-free rate is 2 percent, the expected return on the PSEi is 14 percent, and its

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Investments Principles Of Portfolio And Equity Analysis

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