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The market risk premium is 6%. The risk-free rate is 3%. The return on Bach's stock has a standard deviation of 40%, and the return

The market risk premium is 6%. The risk-free rate is 3%. The return on Bach's stock has a standard deviation of 40%, and the return on the market portfolio has a standard deviation of 20%. The correlation coefficient between stock Bach and the market is 0.6. What is the required return for Bach's stock according to the CAPM?

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