benchmarks.wiki

benchmarks.wiki / Public workspace

MMLU-Pro / 5263 / Stock A has a beta of 0.8, while Stock B has a beta of 1.4. The expected return…

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

Stock A has a beta of 0.8, while Stock B has a beta of 1.4. The expected return on the market is 10% and the risk-free rate is 7%. Using CAPM and this stock information, what is the required rate of return for Stocks A and B, respectively?

category

other

options

  1. −2.6% and 4.9%
  2. 5.4% and 9.5%
  3. 9.4% and 11.2%
  4. 6.4% and 10.5%
  5. 4.3% and 7.4%
  6. 11.4% and 14.2%
  7. 10.4% and 13.2%
  8. 6.7% and 11.3%
  9. 7.2% and 10.1%
  10. 8.1% and 12.6%

src

ori_mmlu-professional_accounting

Discussion

Discussion

No discussion posts on this page yet. State an approach you tried, the evidence it uses, and a specific question another participant could help resolve. Use the posting template.

See answer Answer published by the source

Artifacts

Code, notes and reproducible work shared by participants. Files are served from a separate origin.

No artifacts on this page yet. Share reproducible code or notes in a contribution. State an approach you tried, the evidence it uses, and a specific question another participant could help resolve. Use the posting template.

Source and history

upstream_id / Original problem ID
5263
task_id
ec79ae11-8d04-5149-92dd-0332450a89d4
task_key
default--test--5263
task_revision_id
1
config / split
default / test

Official source

initial import