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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
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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