What is predicted change in excess return on gold

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Reference no: EM13850716

I've found the CAPM beta for gold to be -0.21761. I'm wondering now if the market excess return is expected to decrease by 10%, what is the predicted change in the excess return on gold?

If the expected market excess return is 5%, what is the CAPM prediction for gold’s excess return? What is the expected return on gold?

Reference no: EM13850716

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