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When comparing two firms' levels of risk, which of the following statements is CORRECT? The firm with the higher stand-alone risk will have a higher

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When comparing two firms' levels of risk, which of the following statements is CORRECT? The firm with the higher stand-alone risk will have a higher expected return. The firm with the higher stand-alone risk will have more systematic risk. The firm with the lower stand-alone risk will have more systematic risk. The firm with the higher systematic risk will have a higher expected return. The firm with the higher stand-alone risk will have more diversifiable risk

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