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The market portfolio has a standard deviation of 41.2%. Stock X has a return standard deviation of 38.1% and the correlation between its returns and

The market portfolio has a standard deviation of 41.2%. Stock X has a return standard deviation of 38.1% and the correlation between its returns and those on the market portfolio is -0.5 What is its CAPM ?

Select one: a. 0.66 b. -0.26 c. -0.46 d. 0.46

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