The current risk-free rate is 3%, while the market risk premium is 8%. Your portfolio moves exactly twice as much as the
Posted: Sun Jun 05, 2022 7:34 am
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%
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%