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A stock has an expected return of 12 percent and a beta of 1.16, and the expected return on the market is 11 percent. risk free rate?

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  • A stock has an expected return of 12 percent and a beta of 1.16, and the expected return on the market is 11 percent. risk free rate?


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CFA Level 1 - The Capital Asset ... the risk-free rate and the beta coefficient of the stock. ... Assume the expected return on the market is 12% and the ...
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Positive: 34 %
A stock has an expected return of 12 percent and a beta of 1.16, and the expected return on the market is 11 percent.
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Positive: 31 %

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_____ 1. Market risk is referred to as: a. diversifiable risk. b. total risk. c. systematic risk. d. asset specific risk. _____ 2. A rate of return that ...
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Positive: 34 %
SOLUTION: Question: A stock has an expected return of 14%, the risk free rate is 4% and the market risk premium is 6% what must the beta of this stock be?
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Positive: 29 %
... the market is 9 percent. Stock A has a beta ... return of 12.8 percent. The risk-free rate ... market has an expected return of 11.4 percent ...
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Positive: 15 %
51. A portfolio has an expected return of 13.8 percent, a beta of 1.14, and a standard deviation of 12.7 percent. The U.S. Treasury bill rate is 3.2 percent.
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Positive: 10 %

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