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Stock A has a beta of 1.2 and a standard deviation of returns of 18%. Stock B has a beta of 1.8 and a standard

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Stock A has a beta of 1.2 and a standard deviation of returns of 18%. Stock B has a beta of 1.8 and a standard deviation of returns of 18%. If the market risk premium increases, then (according to the CAPM) A) The required returns on stocks A and B will both increase by the same amount. B) The required return on stock B will increase more than the required return on stock A. C) The required returns on stocks A and B will remain the same. D) The required return on stock A will increase more than the required return on stock B

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