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(I) A stock with a beta of 1 will have the same expected return as the market. (II) A stock whose return does not depend

(I) A stock with a beta of 1 will have the same expected return as the market. (II) A stock whose return does not depend on overall economic conditions has a high systematic risk Multiple Choice Both are false. Both are true. (I) is true, (II) false. (I) is false, (II) true

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