Explore BrainMass

Explore BrainMass

    Risk and Return

    This content was COPIED from BrainMass.com - View the original, and get the already-completed solution here!

    On the basis of the risk and return relationships of the CAPM, supply values of the seven missing numbers in the following table:

    Security Expected return Beta Standard Deviation Non-market Risk

    A ____% 0.8 ____% 81
    B 19.0 1.5 ____ 36
    C 15.0 ___ 12 0
    D 7.0 0 8 ____
    E 16.6 ___ 15 ____

    © BrainMass Inc. brainmass.com June 3, 2020, 4:53 pm ad1c9bdddf
    https://brainmass.com/business/capital-asset-pricing-model/expected-return-beta-standard-deviation-non-market-risk-6972

    Attachments

    Solution Summary

    This solution calculates expected return, beta, standard deviation and non market risk.

    $2.19

    ADVERTISEMENT