The common stock of CTI has an expected return of 14.48 percent. The return on the market is 11.6 percent and the risk-free rate of return is 3.42 percent. What is the beta of this stock? A) .95 B) 1.49 C) 1.31 D) 1.42 E) 1.35单项选择题

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Assume CAPM holds and that there are only two risky assets, A and B, and one risk-free asset in the market. There are 10 shares of the risky asset A, trading for $7.50. There are 20 shares of the risky asset B, trading for $6.25.  You know that the beta of the risky asset A is four times the beta of the risky asset B, that is, 𝛽 𝐴 = 4 𝛽 𝐵 What is the beta of the risky asset B? Enter your final answer as a number rounded to two decimal places. For example, enter 1.23 if your answer is 1.234, and -1.23 if your answer is -1.234.

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Question at position 8 (4 marks, difficulty level: Easy) Suppose the market portfolio excess return tends to increase by 42% when the economy is strong and decline by 28% when the economy is weak. What is the beta of a type S firm whose excess return is 30% on average when the economy is strong and -19% when the economy is weak? 0.580.700.550.64

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