University of British Columbia

COMM_V 298 201 207 2024W2 Class 15: Additional Topics on Risk and Return Practice Quiz

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Earth Co. has a beta of 1.5 and an expected return of 12%. Sky Inc. has a beta of 0.6 and an expected return of 10.8%. The risk free rate is 4% and the expected return on the market portfolio is 12%. ...

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