1. A stock has an expected return of 13.6 percent, the risk free rate is 4 percent, and the market risk premium is 7.5 percent. What must the beta of this stock be?
2. A portfolio has an annual variance of .0607. What is the standard deviation over a two month period.© BrainMass Inc. brainmass.com June 3, 2020, 9:42 pm ad1c9bdddf
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This solution answers two short conceptual question on capital asset pricing model and stock standard deviation.