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