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

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

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