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1. According to the CAPM, which of the following statements are true? Please ju your answer. (4 points) (1) A stock with a beta of

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1. According to the CAPM, which of the following statements are true? Please ju your answer. (4 points) (1) A stock with a beta of zero has an expected return of zero. (2) A stock that has a negative correlation with the market portfolio has an expe return that is less than the risk free rate. (3) A stock that has a lower standard deviation of return than that of the market a lower expected return that that of the market

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