UOP FIN 571 Week 2 DQ 2

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UOP FIN 571 Week 2 DQ 2

Suppose rf is 5% and rM is 10%. According to the SML and the

CAPM, an asset with a beta of −2.0 has a required return of

negative 5% [= 5 − 2(10 − 5)]. Can this be possible? Does this

mean that the asset has negative risk? Why would anyone ever

invest in an asset that has an expected and required return that

is negative? Explain

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UOP FIN 571 Week 2 DQ 2 Suppose rf is 5% and rM is 10%. According to the SML and the CAPM, an asset with a beta of −2.0 has a required return of negative 5% [= 5 − 2(10 − 5)]. Can this be possible? Does this mean that the asset has negative risk? Why would anyone ever invest in an asset that has an expected and required return that is negative? Explain To purchase this material click below link http://www.assignmentcloud.com/FIN-571/FIN- 571-Week-2-DQ-2 For more classes visit www.assignmentcloud.com

UOP FIN 571 Week 2 DQ 2

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