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Which of the following securities is a momentum investor LEAST likely to invest in? Beta Sharpe 1Yr Return Co. A 1.3 -1.16 - 12% Co.

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Which of the following securities is a momentum investor LEAST likely to invest in? Beta Sharpe 1Yr Return Co. A 1.3 -1.16 - 12% Co. B .95 - .92 - 10% Co. C 1.2 -.88 -11% O a) Co. B B Ob) Co. C c) A momentum investor would reject all 3 companies and hold T-bills instead. d) Co. A

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