subject
Business, 31.03.2020 03:18 mistiehaas

Consider the multifactor APT with two factors. Stock A has an expected return of 17.6%, a beta of 1.45 on factor 1, and a beta of .86 on factor 2. The risk premium on the factor 1 portfolio is 3.2%. The risk-free rate of return is 5%. What is the risk-premium on factor 2 if no arbitrage opportunities exist

ansver
Answers: 2

Another question on Business

question
Business, 21.06.2019 20:20
Jimmy owns an ice cream parlor. he designs a schedule for the different tasks the employees have to perform in order to prevent monotony at work. according to the schedule, if an employee makes waffle cones on a day, he serves ice creams the next day and clears the tables on the day after that. jimmy is using the approach at his ice cream parlor.
Answers: 2
question
Business, 22.06.2019 08:30
Blank is the internal operation that arranges information resources to support business performance and outcomes
Answers: 2
question
Business, 22.06.2019 10:20
What two things do you consider when evaluating the time value of money
Answers: 1
question
Business, 22.06.2019 14:40
Increases in output and increases in the inflation rate have been linked to
Answers: 2
You know the right answer?
Consider the multifactor APT with two factors. Stock A has an expected return of 17.6%, a beta of 1....
Questions
question
Mathematics, 11.11.2020 03:10
question
Mathematics, 11.11.2020 03:10
question
History, 11.11.2020 03:10
question
Mathematics, 11.11.2020 03:10
Questions on the website: 13722359