Question: Question 7 1 pts Consider the single-index model. The alpha of a stock is 2%. The return on the market index is 16%. The risk-free

Question 7 1 pts Consider the single-index model. The alpha of

Question 7 1 pts Consider the single-index model. The alpha of a stock is 2%. The return on the market index is 16%. The risk-free rate of return is 5%. The stock earns a return that exceeds the risk-free rate by 11%, and there are no firm-specific events affecting the stock performance. The of the stock is 0.75 0.82 1.33 1.50 0.67

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