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Which of the following are true about the single index model. The name derives from the fact that in equilibrium all investors hold the same

Which of the following are true about the single index model.

The name derives from the fact that in equilibrium all investors hold the same index fund

It ignores firm-specific risk

It requires fewer inputs than the Markovitz model

It assumes that alpha is zero for all assets

It ignores potential sources of covariance between assets

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