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true or false and explain : Stocks with a beta of zero offer an expected rate of return of zero. The CAPM implies that investors

true or false and explain :

  1. Stocks with a beta of zero offer an expected rate of return of zero.
  2. The CAPM implies that investors require a higher return to hold highly volatile securities.
  3. You can construct a portfolio with a beta of .75 by investing .75 of the investment budget in T-bills and the remainder in the market portfolio.

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