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If a well-diversified portfolio of stocks has an expected return of 8% when the expected return on the market portfolio is 10%, then Treasury bills

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If a well-diversified portfolio of stocks has an expected return of 8% when the expected return on the market portfolio is 10%, then Treasury bills are offering a 7% yield. The portfolio beta is greater than 1.0. The investor's portfolio contains many defensive stocks. The portfolio beta equals 1.67. COOOO

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