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Under Capital Market Theory, the relevant risk to consider with any security is: ( a ) Its correlation with other securities in the portfolio. (
Under Capital Market Theory, the relevant risk to consider with any security is:
a Its correlation with other securities in the portfolio.
b Its covariance with the market portfolio.
c Its deviation from the portfolio required rate of return.
d Its variance from the riskfree rate of return.
e None of the above
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