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As depicted by the security market line, a decrease in theamount of systematic risk results in: a) An increase in the risk-free rate b) an

As depicted by the security market line, a decrease in theamount of systematic risk results in:

a) An increase in the risk-free rate

b) an increase in the expected return

c) a decrease in the expected return.

d) a decrease in the risk-free rate

e) no change in the expected return.

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