Which one of the following should earn the most risk premium based on CAPM?
A. diversified portfolio with returns similar to the overall market
B. stock with a beta of 1.38
C. stock with a beta of 0.74
D. U. S. Treasury bill
E. portfolio with a beta of 1.01
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Home » Business » Which one of the following should earn the most risk premium based on CAPM? A. diversified portfolio with returns similar to the overall market B. stock with a beta of 1.38 C. stock with a beta of 0.74 D. U. S. Treasury bill E.