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If the All-Ordinaries Has a Beta with Respect to the World

Question 1

Multiple Choice

If the All-Ordinaries has a beta with respect to the world market of 1.2,and the world market return and risk-free rate are 12% and 6% respectively,then the expected return predicted by the ICAPM for Australia is:


A) 8.8% 8.8 \%
B) 10.6% 10.6 \%
C) 12.8% 12.8 \%
D) 13.2% 13.2 \%

Correct Answer:

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