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Which of the following statements about the CAPM is false? The CAPM assumes investors demand relatively high expected returns for assets with relatively high systematic
Which of the following statements about the CAPM is false? The CAPM assumes investors demand relatively high expected returns for assets with relatively high systematic risk O All of these None of these For a given market risk premium, the CAPM implies that investors require a higher return (total not excess) when the risk-free rate higher. O Stocks with a beta of zero should have an expected total return of zero under the CAPM
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