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A firm currently has a beta of 1.2. Which of the following statement is correct? The firm's stock is less risky than market portfolio. The

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A firm currently has a beta of 1.2. Which of the following statement is correct? The firm's stock is less risky than market portfolio. The firm's stock does not have unsystematic risk. The firm's stock is risk free. If you hold equal weights of market portfolio and the firm's stocks, you will have a portfolio less risky than the market. The firm's stock is riskier than market portfolio

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