The risk-free rate is 5%, the market risk premium is 8%, and the market return is 13%. Stock Y's beta is 1.85 and the standard deviation of its returns is 62.5%. What should be the stock's expected rate of return to make the investor indifferent toward buying or selling the stock?

A. ?11.66%
B. ?12.82%
C. ?15.54%
D. ?12.50%
E. ?19.80%


Answer: E

Business

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Business