Q. According to the Capital Asset Pricing Model (CAPM), the expected return of a well- diversified portfolio with abeta of 1.0 and positive ex-ante alpha (a) is (Solved)
1. The risk-free rate, rf
2. ß (rœ r)mf
3. Between rand rmf
4. r+ a
- d. r+ a
1. The risk-free rate, rf
2. ß (rœ r)mf
3. Between rand rmf
4. r+ a