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Portfolio Management
Portfolio Management
Medium
According to the Capital Asset Pricing Model, a security with a beta of 1.3, given a risk-free rate of 4% and an expected market return of 10%, has an expected return closest to:
A
11.8%
B
13.0%
C
17.0%
D
10.0%
Select an answer to continue
Tags
#capm
#beta
#expected-return
#security-market-line
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