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Which one of the following stocks must have the highest alpha? Select one: a. E(R)=6%, beta =1 b. E(R) = 4%, beta =1 c. E(R)=4%,

Which one of the following stocks must have the highest alpha?

Select one:

a. E(R)=6%, beta =1

b. E(R) = 4%, beta =1

c. E(R)=4%, beta = 0.5

d. E(R)=6%, beta = 0.5

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