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A Stock Has a Beta of 1

Question 109

Multiple Choice

A stock has a beta of 1.8.The expected market return is 10.5%.The equilibrium return for the stock is 17.30%.What is the risk-free rate according to the CAPM?


A) 1%
B) 2%
C) 3%
D) 4%
E) 5%

Correct Answer:

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