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Suppose that the risk-free rate is 5%% and the market portfolio has an expected return of 13% with a volatility of 18%. Dinosaurs Inc. has

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Suppose that the risk-free rate is 5%% and the market portfolio has an expected return of 13% with a volatility of 18%. Dinosaurs Inc. has a 24% volatility and a correlation with the market of .60. Assume the CAPM assumptions hold. Dinosaurs' beta with the market is closest to: Oo.8 10 O13

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