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With risk premiums constant, the 10 year Treasury yield rises 1% in a quarter. What happens to the expected return on the S&P 500 in

With risk premiums constant, the 10 year Treasury yield rises 1% in a quarter. What happens to the expected return on the S&P 500 in a strategic asset allocation model?

It rises 1%.
It is unchanged.
It falls 1%.

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