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Which of the following statements is FALSE about Security Market Line (SML.)? SML B A Bp CA The slope of SML is the market risk

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Which of the following statements is FALSE about Security Market Line (SML.)? SML B A Bp CA The slope of SML is the market risk premium. OB. When A is 1, B is the market portfolio return. OC By holding a negative-beta security, an investor can expect higher investment returns on securities, OD. An intercept of SML is the risk-free rate

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