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Assume the CAPM holds and a stock with an expected return of 0.100 has a beta of 1.76 and volatility of 0.56. If the T-bill
Assume the CAPM holds and a stock with an expected return of 0.100 has a beta of 1.76 and volatility of 0.56. If the T-bill rate is 0.025, what is the expected return of a stock that has the same systematic risk as the overall stock market? Enter your answer as a decimal and show 4 decimal places.
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