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 7:38 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%