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The risk-free rate of return is currently 5.3 percent and the market portfolio return is estimated to be 12.4 percent. The expected returns and betas

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The risk-free rate of return is currently 5.3 percent and the market portfolio return is estimated to be 12.4 percent. The expected returns and betas of four shares are as follows: Share Beta Expected Return (%) A 1.11 13.18 B ||1.55 16.30 IC 1.30 ||14.23 D 1.58 16.52 According to CAPM which stocks are overvalued? Only C OD and A Only A Only D OB and D

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