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The beta of a risky portfolio cannot be less than _____ nor greater than _____. A. 0; 1 B. 1; the market beta C. the

The beta of a risky portfolio cannot be less than _____ nor greater than _____.
A. 0; 1
B. 1; the market beta
C. the lowest individual beta in the portfolio; market beta
D. the market beta; the highest individual beta in the portfolio
E. the lowest individual beta in the portfolio; the highest individual beta in the portfolio

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