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The return of the asset j by CAPM is Rj = 0.000518 + 1.5Rmt. Suppose that the market return increases by 11%, what is the

The return of the asset j by CAPM is Rj = 0.000518 + 1.5Rmt. Suppose that the market return increases by 11%, what is the expected return if the market for security j is efficient?

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