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Security A has a standard deviation of 4.0. The risk free rate of return is 4%. If the market portfolio (M) has a Sharpe ratio

Security A has a standard deviation of 4.0. The risk free rate of return is 4%. If the market portfolio (M) has a Sharpe ratio of 2 , the equilibrium rate of return for A is a. 12% b. 8% c. 4% d. 2% e. 0%

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