[Unique Solution From 10/Pg] Risk Free Rate

Asset A has 3 units of exposure to factor 1 risk and 1 unit of exposure to factor 2 risk and has expected return of 0.09. Asset B has 1 units of exposure to factor 1 risk and 2 units of exposure to factor 2 risk and has expected return of 0.06. The risk free rate of interest is 0.02. The expected return on asset C which has 1 unit of exposure each to type 1 and type 2 risk is ?

 

Doing a similar assignment? Save your time and hire our Genuine Essay Writers to do your task. Get 15% Discount on your 1st order. Use code: FREE15

0 replies

Leave a Reply

Want to join the discussion?
Feel free to contribute!

Leave a Reply

Your email address will not be published.