The cal provided by combinations of 1-month t-bills and a, Financial Management

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The cal provided by combinations of 1-month t-bills and a

1. Consider the CAPM. The risk-free rate is 4%, and the expected return on the market is 18%. What is the expected return on a stock with a beta of 1.2?

A. 6%

B. 15.6%

C. 18%

D. 20.8%

2. The CAL provided by combinations of 1-month T-bills and a broad index of common stocks (i.e. market portfolio) is called the ______.

A. SML

B. CAPM

C. CML

D. total return line

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