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The common stock of GO Limited has a beta of 1.23 and an expected return of 12.84%. The risk-free rate of return is 4.2%. What

The common stock of GO Limited has a beta of 1.23 and an expected return of 12.84%. The risk-free rate of return is 4.2%. What is the expected return on the market? Multiple Choice

a. 8.64%

b.11.22%

c. 7.02%

d.17.04%

e.10.63%

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