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The risk-free rate is 5.4 percent and the expected return on the market is 11.2 percent. Stock A has a beta of 1.3. For a
The risk-free rate is 5.4 percent and the expected return on the market is 11.2 percent. Stock A has a beta of 1.3. For a given year, stock A returned 14.8 percent while the market returned 12.7 percent. The systematic portion of the return was _____ percent and the unsystematic portion was ______ percent.
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