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Consider an economy with the following characteristics: Average investor risk aversion is 4.1 Variance of the market portfolio is 84% Risk-free rate is 1.9

Consider an economy with the following characteristics:

Average investor risk aversion is 4.1
Variance of the market portfolio is 84%
Risk-free rate is 1.9

If the expected return on a stock is -3.5, what is the beta of the stock if alpha = 0?

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