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Unformatted text preview: 12.32% c. Approximate expected real return 12.62% Exact expected real return 12.19% Approximate expected real risk premium 12.32% Exact expected real risk premium 11.90% Portfolio Return Return Deviation Squared Deviation Chapter 13 Question 27 Input area: Beta Expected return Pete 1.35 13.20% Repete 0.80 10.10% Output area: Risk-free rate 5.59% Market return With Pete 11.23% With Repete 11.23%...
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This note was uploaded on 04/29/2011 for the course FINANCE BA521 taught by Professor Mark during the Spring '11 term at Antelope Valley College.
- Spring '11