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If the market portfolio is expected to offer returns of 16%, then what can be said about a portfolio expected to return 13%? A. It

If the market portfolio is expected to offer returns of 16%, then what can be said about a portfolio expected to return 13%?

A.It plots below the security market line.

B.Part of the portfolio is invested in Treasury bills.

C.The portfolio is not diversified.

D.The portfolio's beta is less than1.0.

E.None of the above

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