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Consider the Following Information on Three Stocks: a Portfolio

Question 52

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Consider the following information on three stocks: Consider the following information on three stocks:   A portfolio is invested 35 percent each in Stock A and Stock B and 30 percent in Stock C. What is the expected risk premium on the portfolio if the expected T-bill rate is 3.8 percent? A)  11.47 percent B)  12.38 percent C)  16.67 percent D)  24.29 percent E)  29.99 percent A portfolio is invested 35 percent each in Stock A and Stock B and 30 percent in Stock C. What is the expected risk premium on the portfolio if the expected T-bill rate is 3.8 percent?


A) 11.47 percent
B) 12.38 percent
C) 16.67 percent
D) 24.29 percent
E) 29.99 percent

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