题目
题目

COMM_V 371 101-107 2025W1 Lecture 5 Practice Quiz

数值题

The risk-free rate is 1% and the expected return on the market portfolio is 12%. If the CAPM holds, what is the beta on stock YMH with an expected return of 12.22%?

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思路分析
We start from the CAPM formula: E[R_i] = R_f + beta_i * (E[R_m] - R_f). - The risk-free rate R_f is 1% (0.01). - The expected market return E[R_m] is 12% (0.12......Login to view full explanation

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