According to the capital asset pricing model, all investors will hold the market portfolio. If this is true, then the expected return on a security will be affected by all of the following except the: Market risk premium Risk-free rate Market rate of return Security's standard deviation Security's beta

According to the capital asset pricing model, all investors will hold the market portfolio. If this is true, then the expected return on a security will be affected by all of the following except the: Market risk premium Risk-free rate Market rate of return Security's standard deviation Security's beta

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 13QTD

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