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Based on the CAPM what should be the beta of a stock that has an expected return of 13%, if the risk free rate is

Based on the CAPM what should be the beta of a stock that has an expected return of 13%, if the risk free rate is 6% and expected return od market portfolio is 13.5%?

  1. 0.93
  2. 1.00
  3. 0.98
  4. 0.87
  5. 0.96

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