Suppose the risk-free return is 4% and the market portfolio has an expected return of 10% and a volatility of 16%. 3M stock has a 22% volatility and a correlation with the market of 0.50. what is 3M's...


Suppose the risk-free return is 4% and the market portfolio has an expected return of 10% and a volatility of 16%. 3M stock has a 22% volatility and a correlation with the market of 0.50. what is 3M's  beta with the market? What capital market line portfolio has equivalent market risk, and what is the expected return?



Jun 05, 2022
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