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A portfolio that is positively correlated with the market portfolio but not particularly sensitive to market risk factors would have a beta that is A.

A portfolio that is positively correlated with the market portfolio but not particularly sensitive to market risk factors would have a beta that is

A.

Equal to zero.

B.

Equal to one.

C.

Less than zero.

D.

Between 0 and 1.

E.

Greater than 1.

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