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Jocko observes the expected return for Delta Company stock is -5%. The market return and the risk free return are 10% and 4%, respectively. According

Jocko observes the expected return for Delta Company stock is -5%. The market return and the risk free return are 10% and 4%, respectively. According to CAPM, the beta for Delta is closest to:

a. -1.5.

b. +1.5.

c. +2.0.

d. +2.5.

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