Question: 29 Using CAPM. A stock has an expected return of 4%, the risk free rate is 5%, and the market risk premium is 7%. What

29 Using CAPM. A stock has an expected return of 4%, the risk free rate is 5%, and the market risk premium is 7%. What must the beta of this stock be?

-0.14

0

0.55

1.3

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