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Asset 1 has a beta of 1.2 and Asset 2 has a beta of 0.6. Which of the following statements is correct? Asset 1 is

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Asset 1 has a beta of 1.2 and Asset 2 has a beta of 0.6. Which of the following statements is correct? Asset 1 is more volatile than Asset 2. Asset 1 has a higher expected return than Asset 2. All of the above statements are correct. None of the above

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