【单选题】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%. T...
【单选题】If the expected return on an index fund is 12% per annum, the rate of return for Treasury notes at the same time is 7% per annum, what is the risk premium on this fund?
【单选题】Zoom, Inc. stock has a beta of 1.5. The risk-free rate of return is 3.7% and the market rate of return is 9.5%. What is the amount of the risk premium on Zoom stock?