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Consider the following two statements. Which of the following statements are correct? 1. Stocks with a negative beta offer, according to the CAPM model, a

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Consider the following two statements. Which of the following statements are correct? 1. Stocks with a negative beta offer, according to the CAPM model, a return lower than the risk free rate. II.Stock returns will tend to move together if they are affected similarly by economic events. Only statement 11 O Only statement O Both statements are correct O Both statements are false

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