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Orange Manufacturing Pty Ltd share has an expected return of 8.6%. The risk-free rate is 2.1% and the market risk premium is 5.8%. What is

Orange Manufacturing Pty Ltd share has an expected return of 8.6%. The risk-free rate is 2.1% and the market risk premium is 5.8%. What is the share's beta?

Select one:

a.1.12

b.1.19

c.1.28

d.1.21

e.1.14

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