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Show work and not through Excel. Assume the CAPM holds and a stock with an expected return of 0.172 has a beta of 1.81 and

Show work and not through Excel.
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Assume the CAPM holds and a stock with an expected return of 0.172 has a beta of 1.81 and volatility of 0.70. If the T-bill rate is 0.017, what is the expected return of a stock that has the same systematic risk as the overall stock market? Enter your answer as a decimal and show 4 decimal places

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