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Which of the following is NOT true? The slope of the characteristic line is beta. The beta of a risk-free asset is zero. The beta

Which of the following is NOT true?

The slope of the characteristic line is beta.
The beta of a risk-free asset is zero.
The beta of an average stock in the market is one.
All of these choices are true.
The slope of the Security Market Line is a market risk premium.

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