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There are three stocks in the market: A , B , and C . The market betas for the three stocks are Beta ( A

There are three stocks in the market: A, B, and C. The market betas for the three stocks are Beta(A)=0.5, Beta(B)=1.0, Beta(C)=1.5. The expected returns of the three stocks are E[R(A)]=8%, E[R(B)]=12%, and E[R(C)]=16%. Based on these values, is there any violation of CAPM (i.e., are the betas and expected returns consistent with CAPM?)

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