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Which of the following is not true regarding the beta coefficient? a. It is a measure of systematic risk. b. A beta of less than
Which of the following is not true regarding the beta coefficient?
a. It is a measure of systematic risk.
b. A beta of less than one represents lower systematic risk than a beta of greater than one.
c. Generally speaking, the higher the beta, the higher the expected return.
d. A beta of one indicates an assets is totally risk-free.
e. The risk premium of an asset will increase if the beta of that asset increases.
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