Stock Y has a standard deviation of 22% and a covariance with the market of 0.081.The expected return of the market is 14% with a standard deviation of 18%.The risk-free rate is 5.25%.What is the required rate of return of Stock Y?
A) 6.14%
B) 6.65%
C) 17.25%
D) 27.75%
Correct Answer:
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