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A single Stock, B, has a standard deviation of 10.20% and a covariance with the market portfolio given by -0.020. The market portfolio has an

A single Stock, B, has a standard deviation of 10.20% and a covariance with the market portfolio given by -0.020.

The market portfolio has an expected return of 11.60% and a standard deviation of 5.10%.

The risk-free rate is 1.90 %.

What is stock B's fair yield under CAPM?

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