Question: Consider the single-factor APT. Stocks A and B have expected returns of 12% and 14%, respectively. The risk-free rate of return is 5%. Stock Bhas

Consider the single-factor APT. Stocks A and B have expected returns of 12% and 14%, respectively. The risk-free rate of return is 5%. Stock Bhas a beta of 1.2. If arbitrage opportunities are ruled out, stock A has a beta of Multiple Choice 0.93 O 067 130 169

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