Question: How much more systematic risk does an asset with the following characteristics have than the average asset, according to the interpretation of its calculated beta

How much more systematic risk does an asset with the following characteristics have than the average asset, according to the interpretation of its calculated beta value? Risk-free rate: 3% Expected Market Return: 12% Expected Return of the Asset: 21% Question 41Answer a. One quarter as much b. One third as much c. The same amount d. Twice as much

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