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7-- which one is false for capital asset pricing model (CAPM)? A) CAPM assumes that only the systematic risk is rewarded in the market, and

7-- which one is false for capital asset pricing model (CAPM)?

A) CAPM assumes that only the systematic risk is rewarded in the market, and the unsystematic risk can be diversified by creating the market profolio

B) CAMP assumes the positive relation between risks and returns

C) CAMP can be used to forecast an expected return of individual security

D) CAMP has the same assumption of EMH as the fundamental analysis

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