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If the beta of a stock is equal to zero, then according to the CAPM the stock's required return is less than the required return

If the beta of a stock is equal to zero, then according to the CAPM
the stock's required return is less than the required return on the market portfolio.
the stock's required return is greater than the required return on the market portfolio.
the stock's required return is equal to the risk-free rate of return.
the stock's required return is equal to the required return on the market portfolio.

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