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Asset A has an expected return of 10%. The expected market return, or E(R M ), is 14%. If the risk-free rate (R f )

Asset A has an expected return of 10%. The expected market return, or E(RM), is 14%. If the risk-free rate (Rf) is 5%, what is asset A's beta according to the CAPM?

A. 0.56

B. 0.67

C. 0.75

D. 0.88

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