5304金融与交易中等数值题short
Gross Return Needed For Post-Fee Alpha Target
题目
A PM runs a stock with beta 0.7. After the quarter, a 0.8% fee is deducted from the stock's gross return before alpha is reported. If the risk-free rate is 1.5% and the market returned 5.5%, what gross stock return is needed so the reported post-fee alpha is +1.0%?
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