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The market has a Sharpe ratio of 1.21 and a risk premium of 17.2%. Stock ABC has a Sharpe ratio of 0.61 and a risk

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The market has a Sharpe ratio of 1.21 and a risk premium of 17.2%. Stock ABC has a Sharpe ratio of 0.61 and a risk premium of 21.5%. Find the covariance of Stock ABC's return with the market return. Assume the CAPM assumptions hold. 0.02349 0.02172 0.02526 0.02703 0.02879

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