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Suppose that Amazon's volatility is 20% and the Market portfolio's volatility is 10%. The correlation between Amazon and the Market Portfolio is 0.6. The risk-free

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Suppose that Amazon's volatility is 20% and the Market portfolio's volatility is 10%. The correlation between Amazon and the Market Portfolio is 0.6. The risk-free rate is 4% and the Market portfolio's expected return is 10%. What is Amazon's expected return according to the CAPM? 12.8% 10.8% 0 0 13.2% 11.2%

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