MCQOPTIONS
Saved Bookmarks
| 1. |
According to the Capital Asset Pricing Model (CAPM), the expected return of a well- diversified portfolio with abeta of 1.0 and positive ex-ante alpha (a) is |
| A. | The risk-free rate, rf |
| B. | ß (rœ r)mf |
| C. | Between rand rmf |
| D. | r+ a |
| Answer» E. | |