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According to the CAPM, what is the market risk premium given an expected return on a security of 18.7%, a stock beta of 1.3, and a risk-free interest rate of 7%

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Answer: 9%

Step-by-step explanation:

The market risk premium given an expected return on a security of 18.7%, a stock beta of 1.3, and a risk-free interest rate of 7% will be calculated as:

Expected return = risk free rate + Beta × market risk premium

= (18.7% - 7%)/1.3

= (0.187 - 0.07)/1.3

= 0.117/1.3

= 0.09

= 9%

The market risk premium is 9%.

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