Green Co. stock has a beta of 2 and a required return of 23% while Gold Co stock has a beta of 1.0 and a required return of 14%. The standard deviation of returns for Green Co is 10% more that the standard deviation for Gold Co. Which of the following is the expected return on the market portfolio according to CAPM?
14%
10%
9%
One Co. stock has a beta of 2 and a required return of 23%, while another co. has a beta of 1.0 and a required return o 14%. The standard deviation of returns for the first co is 10% more that the standard deviation for the second. Which of the following is the risk free rate according to CAPM?
5%
4%
6%