Question 10 Stock A has a beta of 1.0 and very high unique risk. If the expected return on the market is 20%, then according to the CAPM the expected return on Stock A will be: 12 Marks) A. B. C. More than 20% because of Stock A's very high unique risk. At least 20% if the investor holds only Stock A. The answer cannot be found without knowing the risk-free rate of interest. D. Exactly 20%