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QUESTION 20 You run a regression of a stock's excess return on the market excess return and obtain the following results: E[R; Rm] =0.4+0.7* RM

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QUESTION 20 You run a regression of a stock's excess return on the market excess return and obtain the following results: E[R; Rm] =0.4+0.7* RM with an R-square of 0.12. The beta of the stock is 0.4 0.7 0.12 0

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