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The beta of stock H is 1 and it has a very high non-systematic risk. What is the expected return on stock H according to

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The beta of stock H is 1 and it has a very high non-systematic risk. What is the expected return on stock H according to the CAPM if the expected return on the market is 20%? A. the answer cannot be found without knowing the risk-free rate of interest. B. the answer cannot be found without knowing Stock H's correlation or covariance with the market. C. more than 20% because of Stock H's very high non-systematic risk. D. exactly 20%

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