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The expected return on the market portfolio equals 12%. The current risk-free rate is 6%. According to CAPM What is the required return on a

The expected return on the market portfolio equals 12%. The current risk-free rate is 6%. According to CAPM What is the required return on a stock with a beta of 0.66?

a) 9.96%

b) 26.66

c) 39.96

d) None of them

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