問題詳情
5. Surf and Spray Inc. has a beta equal to 1.8 and a required return of 15% based on the capital asset pricingmodel (CAPM). If the risk-free rate of return is 4.2%, the expected return on the market portfolio is
(A)21%.
(B)19.2%.
(C)13.4%.
(D)10.2%.
參考答案
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根據CAPM公式：Ke = Rf + β (☆☆ - ☆☆)...