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A security has a beta of 1.0 and a required return according to the CAPM of 12%. In equilibrium, if the market portfolios expected return

A security has a beta of 1.0 and a required return according to the CAPM of 12%. In equilibrium, if the market portfolios expected return is also 12% then the riskfree rate of return in this case will most likely be 0%. True or False?

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