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A share has an expected return of 10%, the risk-free rate is 3%, and the market risk premium is 3.5%. If the share is correctly

A share has an expected return of 10%, the risk-free rate is 3%, and the market risk premium is 3.5%. If the share is correctly priced, what must the beta of this share be? Select one: a. 1.4 b. 3.5 c. 0.7 d. 2.0

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