- Assignment 6 12 Problem 12 27 Capm Lo2 10 Points The Treasury Bill Rate Is 6 And The Expected Return On The Market P 1 (46.06 KiB) Viewed 98 times
Assignment 6 12 Problem 12-27 CAPM (LO2) 10 points The Treasury bill rate is 6%, and the expected return on the market p
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Assignment 6 12 Problem 12-27 CAPM (LO2) 10 points The Treasury bill rate is 6%, and the expected return on the market p
Assignment 6 12 Problem 12-27 CAPM (LO2) 10 points The Treasury bill rate is 6%, and the expected return on the market portfolio is 14%. According to the capital asset pricing model: o. What is the risk premium on the market? b. What is the required return on an investment with a beta of 14? (Do not round intermediate calculations. Enter your answer os o percent rounded to 1 decimal place.) c. If an investment with a beta of 0.6 offers an expected return of 8.4%, does it have a positive or negative NPV? d. If the market expects a return of 11.6% from stock X, what is its beta? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) BOOK Print References a. % b. و فيه ه Market nisk premium Return on investment NPV Beta c d.