Question: Problem 1 1 - 1 3 Using CAPM A stock has an expected return of 1 2 . 4 percent, the risk - free rate

Problem 11-13 Using CAPM
A stock has an expected return of 12.4 percent, the risk-free rate is 6.5 percent, and the
market risk premium is 10 percent. What must the beta of this stock be?(Do not round
intermediate calculations and round your answer to 2 decimal places, e.g.,32.16.)
Beta of stock
Problem 11-13 Using CAPM A stock has an expected return of

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