标题: CFAI Mock Question 24 Portfolio Management - Is the answer w [打印本页] 作者: parott 时间: 2013-4-22 05:29 标题: CFAI Mock Question 24 Portfolio Management - Is the answer w
Question 24 Morning Exam for CFAI.
Answer “Accoridng to CAPM, expected return of PSMG = 2% + 1.2 (12%-2%) or 12%. Because expected return is also 12%, stock is fairly valued.”