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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