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In the CAPM, an asset that is part of a portfolio increases or decreases the variance of that portfolio by an amount that is equal

In the CAPM, an asset that is part of a portfolio increases or decreases the variance of that portfolio by an amount that is equal to...

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The variance of the asset plus the variance of the portfolio

The variance of the asset

The variance of the asset plus the covariance of the asset with the portfolio

The covariance of the asset with the portfolio

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