The risk free interest rate is 0.01 and the market portfolio has an expected return...
90.2K
Verified Solution
Link Copied!
Question
Finance
The risk free interest rate is 0.01 and the market portfolio has an expected return of 0.08 and standard deviation of 0.12. What is the expected return on a stock with standard deviation of 0.15 and covariance with the market of 0.015?
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Zin AI - Your personal assistant for all your inquiries!