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If Covariance of a stock's return with the market's return ( C O V s m ) = 3 8 . 7 7 , Standard

If Covariance of a stock's return with the market's return (COVsm)=38.77, Standard deviation of the market (Om)=4.682%, the market risk premium is 5% and risk-free rate is 2%, what is the expected rate of return of the stock?
11.89%
10.85%
12.30%
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