问题如下图：
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老师，这题答案要求的shi2expected return,为什么答案是risk premium？谢谢
NO.PZ2015121801000103 问题如下 analyst gathers the following information: With respeto the capitasset pricing mol, if expectereturn for Security 2 is equto 11.4% anthe risk-free rate is 3%, the expectereturn for the market is closest to: A.8.4%. B.9.0%. C.10.3%. is correct.The expecterisk premium for Security 2 is 8.4%, (11.4% − 3%), incates ththe expectemarket risk premium is 6%; therefore, sinthe risk-free rate is 3% the expecterate of return for the market is 9%. This, using the CAPM, E(Ri) = Rf +βi[E(Rm)–Rf], 11.4% = 3% + 1.4(X%), where X% = (11.4% − 3%)/1.4 = 6.0% = market risk premium. 题目让求的是expereturn for market,答案给的是market risk premium，是不是错了
expectemarket return=Rf+MRP(market risk premium)，这是为什么呢？是因为βm=1吗？
