来自：FRM > 一级 > 电脑版 > Unit 3.资产组合理论 2021-08-10 11:33
B,The CAPM equation is:
E(Rj) = RF + βi[E(RM)- RF]
Franklin forecasts the beta for CostSave as follows:
beta forecast = 0.80 + 0.20 (historical beta)
beta forecast = 0.80 + 0.20(1.50) = 1.10
The CAPM required return for CostSave is:
0.05 + 1.1(0.08) = 13.
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