Finance Question Final
Question Description
Consider the CAPM model. The return on stock APT is 15%. The market index has a risk premium of 12% and a standard deviation of 14%. The T-bill rate is 2%. The covariance between APT and the market index is ____.
A. |
0.0255 |
|
B. |
0.0212 |
|
C. |
0.1735 |
|
D. |
0.1820 |
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