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Ruestion 1 (2 points) Which of the following(s) would be ways to reject the CAPM? showing that there exist a stock with zero beta with
Ruestion 1 (2 points) Which of the following(s) would be ways to reject the CAPM? showing that there exist a stock with zero beta with the market earns an expected return higher than the risk free rate showing that there exist a stock that earns higher expected return than the market Showing that a portfolio consistently generates a negative alpha Showing that a certain factor predicts expected return even after controlling for market beta
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