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    Exam 7: Capital Pricing and Arbitrage Pricing Theory
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    What Is the Expected Return on a Share with a Beta
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What Is the Expected Return on a Share with a Beta

Question 54

Question 54

Multiple Choice

What is the expected return on a share with a beta of 0.8, given a risk-free rate of 3.5% and an expected market return of 15.5%?


A) 3.8%
B) 13.1%
C) 15.6%
D) 19.1%

Correct Answer:

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