Question: If the risk-free rate is 3% and the expected return on the market is 8%, according to CAPM, a stock that is one-and-a-quarter times as

If the risk-free rate is 3% and the expected return on the market is 8%, according to CAPM, a stock that is one-and-a-quarter times as risky as the market would have an expected return of _____?

A.
13.0%
B.
10.0%
C.
9.25%
D.
11.0%

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