What the risk - free rate of return according to the CAPM

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Problem - White Company stock has a beta of 2 and a required return of 23%. While Black Company stock has a beta of 1.0 and a required return of 14%. The standard deviation of returns for White Company is 10% more than the standard deviation for Black Company. What the risk - free rate of return according to the CAPM?

Reference no: EM132935301

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