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4. Suppose the market follows CAPM, where the market portfolio has expected return of 0.22. For a stock with beta of 2 and expected return

4. Suppose the market follows CAPM, where the market portfolio has expected return of 0.22. For a stock with beta of 2 and expected return of 0.06, what is the abnormal return of the stock?

0

0.5

0.45

0.38

-0.678571429

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