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Which of the following statements is CORRECT? The slope of the security market line is equal to the market risk premium. Lower beta stocks have

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Which of the following statements is CORRECT? The slope of the security market line is equal to the market risk premium. Lower beta stocks have higher required returns. A stock's beta indicates its diversifiable risk. Diversifiable risk cannot be completely diversified away. Two securities with the same stand-alone risk must have the same betas

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