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According to the CAPM, what is the expected market return given an expected return on a security of 14.6%, a stock beta of 1.2, and

According to the CAPM, what is the expected market return given an expected return on a security of 14.6%, a stock beta of 1.2, and a risk-free interest rate of 5%?

a) 12.2%

b) 11.5%

c) 6.0%

d) 13%

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