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A stock has an expected return of 10.2 percent. The expected return on the market is 9 percent and the risk free rate is 3%.

A stock has an expected return of 10.2 percent. The expected return on the market is 9 percent and the risk free rate is 3%. According to the CAPM model what is beta of the stock? a. 1.0 b. 0.8 c. 1.2 d. 1.8

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