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The correct statement includes: A. Beta of any financial asset cannot be less than 0 B. The maximum beta of any financial asset is 1

The correct statement includes: A. Beta of any financial asset cannot be less than 0 B. The maximum beta of any financial asset is 1 C. The overall stock market (or S&P500 index) must have a beta of 1. D. The minimum beta of any financial asset is 0 E. None of the above is correct.

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