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The risk-free rate is 2.8% and the market portfolio has an expected return of 10.8%...

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Finance

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The risk-free rate is 2.8% and the market portfolio has an expected return of 10.8% and a volatility of 17.1%. Yellow stock has a 21.2% volatility and a correlation with the market of 0.043. Assume CAPM holds. a. What is Yellow's CAPM Beta? b. What is its expected return? a. Beta (Round to three decimal places.) b. Expected return:%. (Round to two decimal places.)

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