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An all - equity firm is considering the projects shown below. The T - bill rate is 4 percent and the market risk premium is

An all-equity firm is considering the projects shown below. The T-bill rate is 4 percent and the market risk premium is 7 percent.
Project Expected Return Beta
A 8.0%0.5
B 19.01.2
C 13.01.4
D 17.01.6
Calculate the project-specific benchmarks for each project. (Round your answers to 1 decimal place.)
If the firm uses its current WACC of 12 percent to evaluate these projects, which project, will be incorrectly rejected?

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