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The standard deviations and betas of four shares are as follows: Share Beta Standard Deviation (%) W 1.4 15 X 1.4 21 Y 1.1 20

The standard deviations and betas of four shares are as follows:

Share Beta Standard Deviation (%)
W 1.4 15
X 1.4 21
Y 1.1 20
Z 1.2 18

Which stock should have the highest expected return?

Z

We don't have enough information to answer the question

W

X

Y

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