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QUESTION 12 Suppose you held a well-diversified portfolio with a very large number of securities, and that the single index model holds. If the o

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QUESTION 12 Suppose you held a well-diversified portfolio with a very large number of securities, and that the single index model holds. If the o of your portfolio was 0.22 and was 0.19, the B of the portfolio would be approximately 1.56. 1.34 1.25. 1.16

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