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The Common Stock of GO Limited Has a Beta of 1.23

Question 28

Multiple Choice

The common stock of GO Limited has a beta of 1.23 and an expected return of 12.84%. The risk-free rate of return is 4.2%. What is the expected return on the market?


A) 7.02%
B) 8.64%
C) 10.63%
D) 11.22%
E) 17.04%

Correct Answer:

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