A stock has an expected return of 113 percent and a beta of


A stock has an expected return of 11.3 percent and a beta of 1.08. The risk-free rate is 4.7 percent.

What is the slope of the security market line?

a. 7.25 percent

b. 6.11 percent

c. 6.78 percent

d. 5.92 percent

e. 7.03 percent

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Portfolio Management: A stock has an expected return of 113 percent and a beta of
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