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Question 7 Which one of the following statements regarding security market line is correct? O A. A portfolio that has a beta of 1.14 will

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Question 7 Which one of the following statements regarding security market line is correct? O A. A portfolio that has a beta of 1.14 will lie to the right of the market portfolio on a security market line grap OB. A portfolio that contains at least 30 diverse individual securities will have a beta of 1.0. OC. An undervalued security will plot below the security market line. D. Any portfolio that is correctly valued by CAPM will have a beta of 1.0

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