Question: The Treasury bill rate is 6%, and the expected return on the market portfolio is 10%. According to the capital asset pricing model: d. If

The Treasury bill rate is 6%, and the expected return on the market portfolio is 10%. According to the capital asset pricing model:

d. If the market expects a return of 10.8% from stock X, what is its beta? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

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