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Consider an economy with the following characteristics: Average investor risk aversion is 3.7 Variance of the market portfolio is 72%2 Risk-free rate is 2.0% If

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Consider an economy with the following characteristics: Average investor risk aversion is 3.7 Variance of the market portfolio is 72%2 Risk-free rate is 2.0% If the expected return on a stock is 11.2%, what is the beta of the stock if alpha = 0

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