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QUESTION 16 Which of the following statements about beta is correct? a. Correlation between a portfolio and the market does not impact the calculation of

QUESTION 16

Which of the following statements about beta is correct?

a. Correlation between a portfolio and the market does not impact the calculation of beta.

b. The implications of beta are not affected by the coefficient of determination between a portfolio and the market.

c. Beta measures all types of risk

d. None of the above are correct.

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