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Which of the following is/are FALSE? I. A firm's leveraged beta will always be greater than its unleveraged beta. II. The larger the amount of

Which of the following is/are FALSE?

I. A firm's leveraged beta will always be greater than its unleveraged beta. II. The larger the amount of debt in a firm's capital structure, the larger will be the firm's leveraged beta.

A. Neither I nor II.

B. II only.

C. I only.

D. Both I and II.

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