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Asset Y has a beta of 1.2. The risk-free rate of return is 6%, while the return on the market portfolio of assets is 12%.

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Asset Y has a beta of 1.2. The risk-free rate of return is 6%, while the return on the market portfolio of assets is 12%. Using CAPM, the market risk premium is? 13.2% 14.4% 10% 7.2% 6.0%

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