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True or false? 5. It is not possible to diversify away systematic risk. o o o o O O O O 6. A portfolio's standard

True or false?image text in transcribed

5. It is not possible to diversify away systematic risk. o o o o O O O O 6. A portfolio's standard deviation decreases as more stocks are added 7. Beta is a measure of systematic risk. 8. The beta of the market portfolio is 1. O 9. If the market return is 12% and the risk-free rate is 3%, the market risk premium must be 9%

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