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Which of the following statements is / are INCORRECT? a . Beta can be negative. b . Beta value is the slope of the SML

Which of the following statements is/are INCORRECT?
a. Beta can be negative.
b. Beta value is the slope of the SML.
c. Market risk premium is the slope of the SML.
d. GDP and inflation rate can be considered market risks.
e. Both a and b are incorrect.

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