回答(1)
Evian, CFA2022-06-06 08:54:04
ヾ(◍°∇°◍)ノ゙你好同学,
We first compute the firm’s beta using βi=ρ(i,m)σi/σm
The Beta is βi=0.25×0.8÷0.15=1.33
The expected return is computed using E(Ri) = Rf+[E(Rm) – Rf] x βi
So, E(Ri) = 0.04+(0.08)x1.33 = 14.67%.
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