A particular stock has an expected return of 11%.If the expected risk premium on the market portfolio is 8%,and the risk-free rate is 5%,what's the stock's CAPM beta?
A) 1.375
B) 0.750
C) 0.846
D) 0.462
Correct Answer:
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Q1: A particular stock has an expected return
Q3: If the market portfolio has an expected
Q4: According to the CAPM (capital asset pricing
Q5: A particular stock has a beta of
Q6: According to the CAPM (capital asset pricing
Q7: Suppose Sarah can borrow and lend at
Q8: According to the CAPM (capital asset pricing
Q9: A particular asset has a beta of
Q10: The risk-free rate is 5% and the
Q11: The CAPM (capital asset pricing model)assumes that:
A)
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