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Business, 27.03.2020 01:54 catcat252525

. The risk-free rate is 3.0 percent and the expected return on the market is 9 percent. Stock A has a beta of 1.20. For a given year, stock A returned 12.5 percent while the market returned 9.75 percent. The systematic portion of stock A’s unexpected return was percent and the unsystematic portion was percent.

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