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Based on the CAPM, what should be the beta of a stock that has an expected return of 11%, if the risk-free rate is 3%

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Based on the CAPM, what should be the beta of a stock that has an expected return of 11%, if the risk-free rate is 3% and expected return of market portfolio is 10.5%? O 1.10 O 1.12 O 0.97 1.07 O 1.14

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