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Which of the following statements is correct? (2 points) a. The slope of the security market line is measured by beta. b. Two securities with

Which of the following statements is correct? (2 points)

a. The slope of the security market line is measured by beta.

b. Two securities with the same exposure to market risk will have the same betas.

c. Idiosyncratic risk cannot be diversified away.

d. A stocks beta measures its idiosyncratic risk.

e. None of the above is correct.

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