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The market currently yields a return of 10 per cent whereas Treasury bills yield 4 percent. Shares of ABC enterprises limited have a covariance of

The market currently yields a return of 10 per cent whereas Treasury bills yield 4 percent. Shares of ABC enterprises limited have a covariance of 7.5 with the market whereas the market has a variance of 4.5. What is the required rate of return for ABC shares?

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