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Assuming the single - factor model applies, the factor beta for the market portfolio is: Multiple Choice zero. impossible to calculate without collecting sample data.

Assuming the single-factor model applies, the factor beta for the market portfolio is:
Multiple Choice
zero.
impossible to calculate without collecting sample data.
the average of the risk-free beta and the beta for the highest risk security in the portfolio.
one.
irrelevant to the model.

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