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Stock A is correctly priced and has an expected return of 12%, a standard deviation of 25% and a beta of 1.05. The risk-free rate

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Stock A is correctly priced and has an expected return of 12%, a standard deviation of 25% and a beta of 1.05. The risk-free rate is 4%. What is the stock's return per unit of systematic risk? a. 8.0% b. 7.6% c. 10.7% d. 13.0% e. 11.4%

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