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    CAPM and beta coefficient

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    A money manager is managing the account of a large investor. The investor holds the following stocks:

    Stock Amt Invested Estimated Beta
    A 2,000,000 .8
    B 5,000,000 1.1
    C 3,000,000 1.4
    D 5,000,000 ???

    The protfolio's required rate of return in 17%. The risk-free rate is 7% percent and the return on the market is 14%. What is Stock D's estimated beta?

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