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Using the following information, which of the following statements is correct? Stock A Stock AB Portfolio AB beta 1.2 1.4 1.25 25% 20% 18% In

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Using the following information, which of the following statements is correct? Stock A Stock AB Portfolio AB beta 1.2 1.4 1.25 25% 20% 18% In terms of percentage of money investment, Stock A = Stock B under portfolio AB In terms of market risk, Stock A > Portfolio AB In terms of percentage of money investment, Stock A > Stock B under portfolio AB In terms of percentage of money investment, Stock B> Stock A under portfolio AB In terms of market risk, Stock A Stock B, but less stand-alone risk

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