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Suppose that an asset has a CAPM beta of 1.5. Which one of the following statements is correct? O A. The asset price will move

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Suppose that an asset has a CAPM beta of 1.5. Which one of the following statements is correct? O A. The asset price will move in the same direction as the market portfolio on average but by half as much OB. The asset price will move in the opposite direction as the market portfolio on average but by half as much OC. The asset has an unsystematic risk of 1.5. D. This asset would be classed as aggressive

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