If the equation E(ri) = rf + (rf + [E(rm) - rf] × ?i) is the linear equation for the Security Market Line, what portion represents the market risk premium for a stock that does not have a beta of 1.0?

A) ?i
B) [E(rm) - rf]
C) rf
D) ?i ? [E(rm) - rf]

Answer: B

Business

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