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You are given the following information regarding the level of systematic risk of securities A, B and C: Beta (A) = 0.8 Beta (B) =

You are given the following information regarding the level of systematic risk of securities A, B and C: Beta (A) = 0.8 Beta (B) = 1.2 Beta (C) = To be calculated

In addition, you have the following data: * Expected rate of return of the market portfolio 12% * Rate of return on treasury bills 5% * Required rate of return on title C (according to the CAPM) 14%

Determine the beta coefficient of the title C

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