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If Firm X has a beta of 0.8 and Firm Y has a beta of 0.6 it is still possible to form a portfolio of

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If Firm X has a beta of 0.8 and Firm Y has a beta of 0.6 it is still possible to form a portfolio of firms X and Y that has the same systematic risk and expected return attributes of the market portfolio. (No calculations required.) (Your answer must begin with True or False followed by your explanation.)

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