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KO has a Beta of 0.77. Assume that the expected return of the market is 0.09 and the current relevant Treasury rate is 0.03 .

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KO has a Beta of 0.77. Assume that the expected return of the market is 0.09 and the current relevant Treasury rate is 0.03 . What is the expected return that investors will demand from this stock? Type your answer as decimal (i.e. 0.052 and not 5.2% ). Round your answer to the nearest four decimals if needed

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