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Suppose you observe the following situation: Security Beta Expected Return A 1.16 .1137 B .92 .0984 Assume these securities are correctly priced. Based on the

Suppose you observe the following situation:

Security Beta Expected Return

A 1.16 .1137

B .92 .0984

Assume these securities are correctly priced. Based on the CAPM, what is the return on the market

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