USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

Multiple Choice

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)
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-Refer to Exhibit 7.5. Calculate the risk premium per unit of risk for the three portfolios above assuming the risk-free rate is 4.0%. A B C

A) 0.068 0.027 0.072
B) 0.414 0.276 0.389
C) 0.700 0.680 0.605
D) 0.300 0.280 0.205
E) 0.650 0.580 0.480