题目
题目

4510_CORPFIN_1002UAC Online Quiz 2

单项选择题

Your estimate of the market risk premium is 10%. The risk-free rate of return is 5%, and JB Hi-Fi has a beta of 0.8. According to the Capital Asset Pricing Model (CAPM), what is its expected return?

选项
A.13.0%
B.12.0%
C.11.1%
D.10.5%
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标准答案
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思路分析
We start by applying the CAPM formula: Expected Return = Risk-Free Rate + Beta × Market Risk Premium. Option A: 13.0% Using the given numbers: 5% + 0.8 × 10% = 5% + 8% = 13%. This exactly matches the CAPM calculation, so this option aligns with th......Login to view full explanation

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