You are given the following information: Stock A has a beta of 0.95, a standard deviation of 52% and an expected return of 11.575%. Stock B has a beta of 1.00, a standard deviation of 32% and an expected return of 12%. Stock C has a beta of 1.15 and a standard deviation of 47%. Stock D has a beta of 1.25, a standard deviation of 37% and an expected return of 14.125%. What is the expected return of C?
You are given the following information: Stock A has a beta of 0.95, a standard deviation of 52% and an expected return of 11.575%. Stock B has a beta of 1.00, a standard deviation of 32% and an expected return of 12%. Stock C has a beta of 1.15 and a standard deviation of 47%. Stock D has a beta of 1.25, a standard deviation of 37% and an expected return of 14.125%. What is the expected return of C?
Intermediate Financial Management (MindTap Course List)
13th Edition
ISBN:9781337395083
Author:Eugene F. Brigham, Phillip R. Daves
Publisher:Eugene F. Brigham, Phillip R. Daves
Chapter3: Risk And Return: Part Ii
Section: Chapter Questions
Problem 1P: The standard deviation of stock returns for Stock A is 40%. The standard deviation of the market...
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You are given the following information:
Stock A has a beta of 0.95, a standard deviation of 52% and an expected return of 11.575%.
Stock B has a beta of 1.00, a standard deviation of 32% and an expected return of 12%.
Stock C has a beta of 1.15 and a standard deviation of 47%.
Stock D has a beta of 1.25, a standard deviation of 37% and an expected return of 14.125%.
What is the expected return of C?
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