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You are given the following information about four stocks: Stock A has a beta of 0.90, a standard deviation of 42% and an expected return
You are given the following information about four stocks:
Stock A has a beta of 0.90, a standard deviation of 42% and an expected return of 10.2%.
Stock B has a beta of 1.00, a standard deviation of 52% and an expected return of 11%.
Stock C has a beta of 1.05 and a standard deviation of 57%.
Stock D has a beta of 1.15, a standard deviation of 67% and an expected return of 12.2%.
What is the expected return of C?
11.2%
11.4%
11.6%
11.8%
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