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If Firm Zhas a beta of 0.8 and Firm T has a beta of 0.6 it is still possible to form a portfolio of firms

If Firm Zhas a beta of 0.8 and Firm T has a beta of 0.6 it is still possible to form a portfolio of firms Z and T 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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