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Which of the following statements about beta is correct? A Correlation between a portfolio and the market does not impact the calculation of beta. B

Which of the following statements about beta is correct?

A

Correlation between a portfolio and the market does not impact the calculation of beta.

B

The implications of beta are not affected by the coefficient of determination between a portfolio and the market.

C

Beta measures all types of risk

D

None of the above are correct.

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