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Assume that the CAPM holds. One stock has an expected return of 9 % and a beta of 0 . 6 . Another stock has

Assume that the CAPM holds. One stock has an expected return of 9% and a beta of 0.6. Another stock has an expected return of 14% and a beta of 1.5. What is the return-to-risk ratio that CAPM assumes equal across all individual stocks?

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