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You are holding a stock that has a beta of 1.37 and is currently in equilibrium. The required return on the stock is 19.66%, and

You are holding a stock that has a beta of 1.37 and is currently in equilibrium. The required return on the stock is 19.66%, and the return on a risk-free asset is 7.0%. What would be the return on the stock if the stock's beta increased to 1.64 while the risk-free rate and expected market return remained unchanged?

A 19.66%

B. 33.63%

C. 22.15%

D. 28.80%

E. 20.71%

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