Stock A has a beta of 1.1 and a required rate of return of 6.4% Stock B has a beta of 14 and a required rate of return of 12.6%. If CAPM holds, what should the required rate of return of Stock C that has a beta of 0.97 % The required rate of return of Stock C is Please retain at least 4 decimal places in your calculations and at least 2 decimal places in your final answer. Notice, risk-free rates can be negative for example in Japan or Germany