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You have the following information about the Simon stock and the general market environment: - Risk-free rate of return: 3% - Expected market risk premium:
You have the following information about the Simon stock and the general market environment: - Risk-free rate of return: 3% - Expected market risk premium: 6\% - Volatility (standard deviation) of the market portfolio: 20% - Volatility (standard deviation) of the Simon stock: 40% - Correlation between the market return and the Simon stock return: 0.75 Based on this information, what's the expected return of the Simon stock
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