The current risk-free rate is 3%, while the market risk premium is 8%. Your portfolio moves exactly twice as much as the

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answerhappygod
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The current risk-free rate is 3%, while the market risk premium is 8%. Your portfolio moves exactly twice as much as the

Post by answerhappygod »

The current risk-free rate is 3%, while the market risk premium
is 8%. Your portfolio moves exactly twice as much as the market (in
the same direction) on average. What is the expected return on the
portfolio according to CAPM? a. 14% b. 29% c. 16% d. 19%
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