Assignment Seved 11 Problem 12-24 CAPM and Expected Return (LO2) 10 points A mutual fund manager expects her portfolio t
Posted: Thu Dec 23, 2021 8:34 am
Assignment Seved 11 Problem 12-24 CAPM and Expected Return (LO2) 10 points A mutual fund manager expects her portfolio to earn a rate of return of 11% this year. The beta of her portfolio is 0.6. The rate of retorn available on risk free assets is 4% and you expect the rate of return on the market portfolio to be 14%, What expected rate of return would you demand before you would be willing to invest in this mutual fund? (Do not round intermediate calculations. Enter your answer as a whole percent.) ook Put Expected rate of return References Is this fund attractive to you? O No Yes