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Asset A has a reward to risk ratio of .06 and a beta of 1.2. The risk-free rate is 4%. What is the expected return

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Asset A has a reward to risk ratio of .06 and a beta of 1.2. The risk-free rate is 4%. What is the expected return on A? Select one: O a. 9.4% O b. 6.6% O c. 8.0% O d. 10.6% O e. 11.2%

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