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Which of the following is NOT true for a stock with a negative beta? It will have lower return volatility than a risk-free asset It

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Which of the following is NOT true for a stock with a negative beta? It will have lower return volatility than a risk-free asset It will have a lower expected return than a risk-free asset a It will tend to move in the opposite direction as the market portfolio It will reduce the systematic risk of any portfolio that includes it None of the others, i.e., all of the other statements are true

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