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The Market Risk Premium Is 7

Question 79

Multiple Choice

The market risk premium is 7.5 percent and the risk-free rate is 4.5 percent. What is the beta of a stock with an expected return of 10.8 percent?


A) 2.10
B) 0.87
C) 0.93
D) 1.87
E) 0.84

Correct Answer:

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