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Consider a three-factor APT model. The factors and associated risk premiums are <image 1>. Calculate expected rates of return on the following stock: A stock whose return is uncorrelated with all three factors. The risk-free interest rate is 7%.



(A) 5%


(B) 7%


(C) 13%


(D) 15.5%


Answer with the option's letter from the given choices directly. No punctuation.


B


Difficulty: Easy

Subfield: Corporate Finance

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Input ID
039e1aa9-23f7-40a1-8256-eab02afc04d1
Created
February 21, 2024
Permission
Public