In the CAPM, a stock has a beta coefficient of 0.1. The average returns to all stocks in the market is 10%. If the interest rate on three-month T-bills is at around 2 percent, what is the expected return to this stock? Assume that unsystematic risk is zero.

A. 2.5 percent
B. 5.0 percent
C. 7.5 percent
D. 10.0 percent


Answer: D

Business

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