The market price of a stock is 30 yuan,the risk-free return rate (RF)=6%,the expected return rate...

匿名用户 最后更新于 2021-06-29 14:06 其他 All Others

The market price of a stock is 30 yuan, the risk-free return rate (RF)=6%, the expected return rate is 14%, and the market risk premium is 8%. If the covariance of this stock with the market portfolio doubles (other variables remain constant), what is the market price of that stock? Assume that the stock is expected to pay a fixed dividend forever.

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