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Stock H has a beta of 1.8, while Stock L has a beta of 0.6. If investors aversion to risk increased... a. the risk premiums
Stock H has a beta of 1.8, while Stock L has a beta of 0.6. If investors aversion to risk increased...
a. | the risk premiums of Stock H and L would remain unchanged. | |
b. | the risk premiums of Stock H and L would increase by the same amount. | |
c. | the risk premium of Stock L would increase by more. | |
d. | the risk premium of Stock H would increase by more. |
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