Are the following statements true or false? a. Stocks with a beta of zero offer an expected

Question:

Are the following statements true or false?

a. Stocks with a beta of zero offer an expected rate of return of zero.

b. The CAPM implies that investors require a higher return to hold highly volatile securities.

c. You can construct a portfolio with a beta of .75 by investing .75 of the budget in bills and the remainder in the market portfolio.

Stocks
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A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...