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If a portfolio with a beta of 0.8 has a market value of $100 million. Then for a 1% increase in the market, the portfolio's

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If a portfolio with a beta of 0.8 has a market value of $100 million. Then for a 1% increase in the market, the portfolio's value will increase by approximately $800,000. True False Question 20 3.03pts The market risk premium is the reward investors expect to earn for holding a portfolio with a beta of 1 . True False

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