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Which of the following is true about the market portfolio? The expected return of the market portfolio determines the slope of the security market line.
Which of the following is true about the market portfolio?
The expected return of the market portfolio determines the slope of the security market line. | ||
It plots below the security market line. | ||
It has a beta equal to zero. | ||
It consists of all the stocks on the TSX. | ||
It has a different reward to risk ratio than the individual assets in the market. |
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