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    Exam 12: Return, Risk, and the Security Market Line
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    The Risk-Free Rate Is 2
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The Risk-Free Rate Is 2

Question 33

Question 33

Multiple Choice

The risk-free rate is 2.1%, the market rate is 11.5%, and the expected return on a stock is 17.32%. What is the beta of the stock?


A) .62
B) 1.03
C) 1.33
D) 1.62
E) 1.88

Correct Answer:

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