77. A security has an expected rate of return of 0.13 and a beta of 2.1....

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77. A security has an expected rate of return of 0.13 and a beta of 2.1. The market expected rate of return is 0.09 and the risk-free rate is 0.045. The alpha of the stock is A. -0.95%. B. -1.7%. C. 8.3%. D. 5.5%. E. none of the above. 77. A security has an expected rate of return of 0.13 and a beta of 2.1. The market expected rate of return is 0.09 and the risk-free rate is 0.045. The alpha of the stock is A. -0.95%. B. -1.7%. C. 8.3%. D. 5.5%. E. none of the above.

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