and the risk-free rate is 2.8 market be? 16. Using CAPM A stock has an expected return of 10.2 percent and a beta of .91, and the expected return on the market is 10.8 percent. What must the risk-free rate be? of 114

and the risk-free rate is 2.8 market be? 16. Using CAPM A stock has an expected return of 10.2 percent and a beta of .91, and the expected return on the market is 10.8 percent. What must the risk-free rate be? of 114

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 7P

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Question

and the risk-free rate is 2.8 percent.
market be?
7
16. Using CAPM A stock has an expected return of 10.2 percent and a beta of
91, and the expected return on the market is 10.8 percent. What must the
risk-free rate be?
return of 11.4

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