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A stock has n HPR of 12%. The stock's beta is 0.95. The risk-free rate is 2% and the market risk premium is 5.66%. Would

A stock has n HPR of 12%. The stock's beta is 0.95. The risk-free rate is 2% and the market risk premium is 5.66%. Would you buy it or short it? If so, how much will you gain? Answer as a percent. Show work.

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