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20. From CAPM, a stock with a beta equal to zero has an expected return equal to what? A. The expected return on the market.

20.

From CAPM, a stock with a beta equal to zero has an expected return equal to what?

A.

The expected return on the market.

B.

The risk-free rate of return.

C.

One-half the expected return on the market portfolio.

D.

The difference between the risk free rate of return and the market portfolio.

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