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| Stock J has a beta of 1.2 and an expected return of 15.6%, and stock K has a beta of 0.8 and an expected return of 12.4%. What is the expected return on the market and the risk- free rate of return, consistent with the capital asset pricing model? A. Market is 14%; risk-free is 6%. B. Market is 12.4%; risk-free is 0%. C. Market is 14%; risk-free is 4%. D. Market is 14%; risk-free is 1.6%. |