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Suppose Citigroup has an expected return of 13.9%, the expected return for the S&P 500 is 11.4%, and the current T-bill rate is 3.6%. If

Suppose Citigroup has an expected return of 13.9%, the expected return for the S&P 500 is 11.4%, and the current T-bill rate is 3.6%. If the CAPM holds, what Citigroup's beta?

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