700+ câu trắc nghiệm Đầu tư dự án có đáp án - Phần 16

A security has an expected rate of return of 0.10 and a beta of 1.1. The market expected rate of return is 0.08 and the risk-free rate is 0.05. The alpha of the stock is

20/29

A security has an expected rate of return of 0.10 and a beta of 1.1. The market expected rate of return is 0.08 and the risk-free rate is 0.05. The alpha of the stock is

8.3%.

1.7%

-1.7%.

-5.5%.

5.5%

Giải thích

Chọn đáp án B