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The correlation between the return of company XYZ and the market return is 0.6, and their standard deviations are 0.8 and 0.2, respectively. What is

The correlation between the return of company XYZ and the market return is 0.6, and their standard deviations are 0.8 and 0.2, respectively. What is the expected return of XYZ according to CAPM if the risk-free rate is 2% and the market expected return is 9%? Group of answer choices 19.6% 18.8% 21.6% 16.8%

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