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Suppose SYZ stock's covariance with the market portfolio is 0.0384 and its standard deviation is 24%. The risk free rate is 3% and the market

Suppose SYZ stock's covariance with the market portfolio is 0.0384 and its standard deviation is 24%. The risk free rate is 3% and the market has an expected return of 12% and a standard deviation of 20%. According to the CAPM, what should be the expected return of SYZ stock?

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