题目
题目

COEC_V 371 001 002 2025W1 Lecture 5 Practice Quiz: Part 1

数值题

The risk-free rate is 2% and the expected return on the market portfolio is 11%. If the CAPM holds, what is the beta on stock YMH with an expected return of 13.7%?

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思路分析
The problem asks us to apply the CAPM relationship to find the beta of stock YMH. First, recall the CAPM formula: Expected return of the asset = risk-free rate + beta ti......Login to view full explanation

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类似问题

Assume the Capital Asset Pricing Model (CAPM) holds, and the market consists of two risky assets, Stocks A and B, and a risk-free asset. Stock A: 10 shares outstanding, currently priced at $10 per share. Stock B: 5 shares outstanding, currently priced at $4 per share. You expect that one period from today: Stock A will be priced at $11 per share. Stock B will be priced at $5 per share. The risk-free rate over the period is 4%. What is the beta of Stock B? Enter your final answer as a number rounded to two decimal places. For example, enter 1.23 if your answer is 1.234, and -1.23 if your answer is -1.234.

位置5的问题 The common stock of Xiang Estates has an expected return of 13.3 percent. The expected return on the market is 10 percent, the inflation rate is 1.4 percent, and the risk-free rate of return is 1.3 percent. What is the beta of this stock?1.331.411.551.231.38清除选择

The risk-free rate is 1.5% and the expected return on the market portfolio is 9%. If the CAPM holds, what is the beta on stock YMH with an expected return of 9.68%?

位置1的问题 The common stock of Xiang Estates has an expected return of 13.3 percent. The expected return on the market is 10 percent, the inflation rate is 1.4 percent, and the risk-free rate of return is 1.3 percent. What is the beta of this stock?1.381.551.331.411.23清除选择

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