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You are given the following information about four portfolios and the market returns. A B C D Market Average Return 12% 10% 15% 20%



You are given the following information about four portfolios and the market returns. A B C D Market Average Return 12% 10% 15% 20% 8% Beta 1.2 0.8 1 2 1 STD. 20% 16% 30% 45% 15% Which stock constitutes the best buying opportunity if CAPM is your benchmark? Risk-free rate = 0.

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