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2. Suppose the risk-free rate 5.5% and the return of the market portfolio has an expected value of 14% and a standard deviation of 10%.

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2. Suppose the risk-free rate 5.5% and the return of the market portfolio has an expected value of 14% and a standard deviation of 10%. The return of stock Z has a standard deviation of 12%, and a correlation coefficient with the market return of 0.2. According to the CAPM, what is the expected rate of return on stock Z

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