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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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