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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.”

When i calculated that, I get 14%?




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