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Which of the following statements is (are) necessarily true? A If a stock's returns are positively correlated with the returns of the general market, it

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Which of the following statements is (are) necessarily true? A If a stock's returns are positively correlated with the returns of the general market, it will have a market-beta equal to +1.0 B If a stock's returns are negatively correlated with the returns of the general market, it will have a market-beta equal to -1.0 C Positively correlated and negatively correlated stocks have market-betas equal to +1.0 and -1.0 respectively D If a stock's returns are negatively correlated with the returns of the general market, it will have a negative market-beta if a stock's returns are positively correlated with the returns on the general stock market, then A None are correct choices B Its market-beta must be exactly equal to 1.0 C Its returns will increase or decrease by the same percentage as the percentage increase or decrease in the general stock market D Its market-beta must be greater than 1.0

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