What is the unlevered beta for the group

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Mary has calculated the cost of equity for a company to be 7.66% using a government bond rate of 2.67% and market return rate of 9.07%. Mary has also calculated the Group's after tax cost of capital to be 6.62%. The after tax cost of debt is 2.45%. If the fundamental beta is the same as the historical beta obtained using the CAPM, what is the unlevered beta for the Group? Use information from part (a) as well.

Reference no: EM133058152

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