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Question 12 1 pts You are following Micron Technology (MU) a semiconductor listed firm. Its expected rate of return is 14%. The risk-free rate is

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Question 12 1 pts You are following Micron Technology (MU) a semiconductor listed firm. Its expected rate of return is 14%. The risk-free rate is 6%, and the market risk premium is 8.5%. What will be the new expected value of the security if its correlation coefficient with the market portfolio doubles (and all other variables remain unchanged)? 20% 22% 2% 16%

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