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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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