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    Asset a Has an Expected Return of 12% and a Beta
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Asset a Has an Expected Return of 12% and a Beta

Question 214

Question 214

Multiple Choice

Asset A has an expected return of 12% and a beta of 1.05. The risk-free rate is 4%. What is the market risk premium?


A) 7.6%
B) 8.2%
C) 9.6%
D) 10.2%
E) 11.6%

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