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Stock A's beta is 1.7 and Stock B's beta is 0.8. If the CAPM holds, which of the following statements is correct? The expected return

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Stock A's beta is 1.7 and Stock B's beta is 0.8. If the CAPM holds, which of the following statements is correct? The expected return on stock A is greater than that on B. Held as an individual security, stock A is riskier than B. Stock B is a better addition to a portfolio than A. The expected return on stock B is greater than that on A

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