Question: If a security ' s expected return is equal to the risk - free rate of return, and the market - risk premium is greater

If a security's expected return is equal to the risk-free rate of return, and the market-risk premium is greater than zero, what can you conclude about the value of the security's beta based on CAPM?
Multiple choice question.
It is equal to 1.
It is equal to 0.
It is equal to 1.
It is equal to the market portfolio's beta.

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