单选题
What is the required rate of return for a stock with a beta of 1.4, when the risk-free rate is 5% and the market is offering 8%?
A、
9.2%
B、
10.3%
C、
15.2%
【正确答案】
A
【答案解析】
[解析] 根据资本资产定价模型(CAPM)，有：
必要回报率=RFR+[E(R
M
)-RFR]·β
i
=5%+(8%-5%)×1.4=9.2%
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