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Consider a stock with the following characteristics: The standard deviation of its annual returns: 5 8 . 2 % . The correlation between the returns

Consider a stock with the following characteristics:
The standard deviation of its annual returns: 58.2%.
The correlation between the returns of the stock and the market: 0.47
If the risk-free rate is 5.4%, expected market return is 8.8%, and the standard deviation of market returns is 25.4%, what is this stock's expected return according to the CAPM? Answer in percent showing one decimal place.

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