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1 7 ) Security A has an expected rate of return of 1 2 % and a beta of 1 . 1 . The market
Security A has an expected rate of return of and a beta of The market expected rate of return is and the riskfree rate is The alpha of the stock is
If the beta of the market index is and the standard deviation of the market index increases from to what is the new beta of the market index?
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