If You Were to Estimate the Expected Return on the Market

Multiple Choice

If you were to estimate the expected return on the market portfolio, you would need to know or estimate:

A) the beta of the portfolio, the risk-free rate, and the level of the market over the next year.
B) the risk-free rate and beta of the portfolio.
C) the historical risk premium and the risk free rate.
D) the level of the market over the next year, the risk-free rate, and the historical risk premium.