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Which statement is true? A. Individual stocks have no diversifiable risk. B. The capital market line is the graphical representation of the capital asset pricing

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Which statement is true? A. Individual stocks have no diversifiable risk. B. The capital market line is the graphical representation of the capital asset pricing model. C. E(Tm) - It is called the market premium (over risk-free). D. The beta of a security is a measure of its diversifiable risk. O E. Both systematic and non-systematic risk are reduced through portfolio diversification

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