What is the beta of a portfolio if the expected return on the portfolio is E(RP ) = 15 %, the risk-free rate is μf = 6 %, and the expected return on the market is E(RM) = 12 %? Make the usual CAPM...


What is the beta of a portfolio if the expected return on the portfolio is E(RP ) = 15 %, the risk-free rate is μf = 6 %, and the expected return on the market is E(RM) = 12 %? Make the usual CAPM assumptions including that the portfolio alpha is zero.



May 26, 2022
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