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The risk-premium for asset A, is less than that of asset B, i.e., Ar0 BM, where AM and BM are the covariances of the returns

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The risk-premium for asset A, is less than that of asset B, i.e., Ar0BM, where AM and BM are the covariances of the returns on assets A and B, respectively, with the market return. D. The standard deviation of the rate of return for asset A exceeds that for asset B, i.e., A>B. E. None of the above

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