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The market portfolio has a standard deviation of 10 percent. Market risk premium is 0.09. The risk free rate is 4 percent. A stock has

The market portfolio has a standard deviation of 10 percent. Market risk premium is 0.09. The risk free rate is 4 percent. A stock has a 20 percent standard deviation and a correlation coefficient of minis 0.10 with the market. What are the stock's expected return?

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