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Securties A,B,C and D have an expected return of 5%,10%,7.5% and 5%, respectively. The betas of C and D are both 1.1; while A has

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Securties A,B,C and D have an expected return of 5%,10%,7.5% and 5%, respectively. The betas of C and D are both 1.1; while A has a beta of 0.7 and B a beta of 1.5 . What does this imply about the alpha of security D? A The alphe of seorly D in ow A. The opha of searty 0 in 2.5s C the ilcho of seority 0 amotot be decemired

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