Question: Consider the single-factor APT. Stocks A and B have expected returns of 0.14 and 0.17, respectively. The risk-free rate of return is 0.03. Stock B

Consider the single-factor APT. Stocks A and B have expected returns of 0.14 and 0.17, respectively. The risk-free rate of return is 0.03. Stock B has a beta of 1.4. If arbitrage opportunities are ruled out, stock A has a beta of _____.

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