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FIN 571 Week 2 DQ 2 .pdf


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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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