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Stocks A and B have the same expected return. Assuming both stocks are priced correctly using the capital asset pricing model (CAPM), what do you

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Stocks A and B have the same expected return. Assuming both stocks are priced correctly using the capital asset pricing model (CAPM), what do you know for certain about the risk of these two stocks? They have the same idiosyncratic risk They both have beta of zero They have the same firm-specific risk They have the same systematic risk

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