b. Suppose I world. If the required ! The systematic risk (beta) of Grand Pet is 0.8 Morgan Stanley Capital International (MSCI against the London Financial Times 100 (or F annual risk-free rate in the United Kingdom is 5e 0 a. If the required return MSCI when measured against the FTSE 100) stock index. The the required return on L'Occitane stock world market indes st the 14 ex and 1.2 d Pet stock in an integrated financial market s the rn on the FTSE 100 is 10 percent, what is the rorid n the MSCI world market is 10 percent, what cial markets are segmented from the rest of ILK. financial markets are segmented from theret? b. required return on Grand Pet stock? ram atic risk of a domestic investment is ?? p, Fw (o/ow),where omestic asset returns and world