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Assume the CAPM holds. Portfolio A has a beta of 1.2. Portfolio B has a beta of 2.4. Which of the following is true? none

Assume the CAPM holds. Portfolio A has a beta of 1.2. Portfolio B has a beta of 2.4. Which of the following is true? none of the answers listed here. the return on Portfolio A is twice the return on portfolio B. The return on Portfolio B is twice the return on Portfolio A. the return on Portfolio A is half the return on portfolio B. 10 points

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