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Consider the statement: If we can identify a portfolio that beats the Standard and Poor's 500 Index (S&P 500) portfolio, then we should reject the

Consider the statement: "If we can identify a portfolio that beats the Standard and Poor's 500 Index (S&P 500) portfolio, then we should reject the single-index capital asset pricing model (CAPM)." Discuss whether you agree with this statement and justify your arguments. In response to peers, further discuss the S&P 500 portfolio and single-index CAPM.

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