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Are the following True or False? Explain a) Stocks with a beta of zero offer an expected rate of return of zero. b) The CAPM

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Are the following True or False? Explain a) Stocks with a beta of zero offer an expected rate of return of zero. b) The CAPM implies that investors require a higher return to hold highly volatile securities. c) You can construct a portfolio with a beta of 0.75 by investing 75% of the investment budget in T-bills and the remainder in the market portfolio

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