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Which of the following statements about the beta coefficient is false: A beta 1 implies that the stock's volatility is greater than that of the

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Which of the following statements about the beta coefficient is false: A beta 1 implies that the stock's volatility is greater than that of the average risky asset. None of these is false. A beta = 1 implies a volatility similar to that of the average risky asset. All of these are false

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