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Are the following statements true or false? a. Stocks with a beta of zero offer an expected rate of return of zero. True O False

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Are the following statements true or false? a. Stocks with a beta of zero offer an expected rate of return of zero. True O False b. The CAPM implies that investors require a higher return to hold highly volatile securities. O True O False c. You can construct a portfolio with beta of.75 by investing .75 of the investment budget in T-bills and the remainder in the market portfolio. True O False

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