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A certain stock has a risk premium of 22%, a Sharpe ratio of 0.58, a correlation of 0.38 with the market, and a beta of

Posted: Mon Apr 25, 2022 8:56 am
by answerhappygod
A Certain Stock Has A Risk Premium Of 22 A Sharpe Ratio Of 0 58 A Correlation Of 0 38 With The Market And A Beta Of 1
A Certain Stock Has A Risk Premium Of 22 A Sharpe Ratio Of 0 58 A Correlation Of 0 38 With The Market And A Beta Of 1 (71.62 KiB) Viewed 145 times
A certain stock has a risk premium of 22%, a Sharpe ratio of 0.58, a correlation of 0.38 with the market, and a beta of 1.07. The risk free rate of interest is 2.7%. Assuming that CAPM holds, find the volatility of the market portfolio. 12.26% 11.65% O 14.08% O 13.47% O 12.86%