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Suppose Citigroup has an expected return of 10.9%, the expected return for the S&P 500 is 10.6%, and the current T-bill rate is 0.7%. If

Suppose Citigroup has an expected return of 10.9%, the expected return for the S&P 500 is 10.6%, and the current T-bill rate is 0.7%. If the CAPM holds, what Citigroup's beta? Enter your answer as a decimal and show 3 decimal places.

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