Mathematics
Mathematics, 20.12.2019 21:31, dokithefursona

Consider the multifactor apt with two factors. stock a has an expected return of 17.6%, a beta of 1.45 on factor 1 and a beta of .86 on factor 2. the risk premium on the factor 1 portfolio is 3.2%. the risk-free rate of return is 5%. what is the risk-premium on factor 2 if no arbitrage opportunities exit? a) 9.26% b) 3% c) 4% d) 7.75% e)none of the above

answer
Answers: 2

Other questions on the subject: Mathematics

image
Mathematics, 21.06.2019 18:10, jacksolo
Which points are solutions to the linear inequality y < 0.5x + 2? check all that apply. (–3, –2) (–2, 1) (–1, –2) (–1, 2) (1, –2) (1, 2)
Answers: 3
image
Mathematics, 21.06.2019 19:30, aljdones
At the beginning of 1974/75,2 years a man invested #2000 in a bank at 12.5% compound interest, if it degree #650 at the end of each two years to pay his son's school fees, after payment of interest to pay his son's school fees, how much did he have left at the beginning of the 1978/79 school year?
Answers: 3
image
Mathematics, 21.06.2019 21:00, hastephens03
Mr. thompson is on a diet. he currently weighs 260 pounds. he loses 4 pounds per month. what part of the story makes the relationship not proportional?
Answers: 3
image
Mathematics, 21.06.2019 21:00, noahdwilke
What is the unit rate of, 75% high fiber chimp food to 25% high protein chimp food.
Answers: 1
Do you know the correct answer?
Consider the multifactor apt with two factors. stock a has an expected return of 17.6%, a beta of 1....

Questions in other subjects:

Konu
English, 19.03.2021 07:40