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Question 16 Which one of the following portfolios will have a beta of zero? No portfolio can have a beta of zero. A portfolio that

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Question 16 Which one of the following portfolios will have a beta of zero? No portfolio can have a beta of zero. A portfolio that consists of a single stock O A portfolio comprised solely of U. S. Treasury bills A portfolio that is equally as risky as the overall market A portfolio with a zero variance of returns

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