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uestion 14 Gout of 4 points Two stock, A and B are in CAPM equilibrium. The expected return on A is 12% and its beta

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uestion 14 Gout of 4 points Two stock, A and B are in CAPM equilibrium. The expected return on A is 12% and its beta is 1.12 The beta of Bis 0.92. If the risk free rate is what should be the return on asset B? Answers 11.84% 10.57% 11.36 7.36% Question 15 4 out of power Pundamental and Powerful Concept 08: The expected return on an asset, Ais 14.78% and its standard deviation is 92. The expected return of the market portfolio 1184% and is standard deviation is 7.34%. If the correlation coefficient between asset A and the market is 0.67, what should be the beta of asset ? Answers 1.71 Us 127 0.79

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