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Which of the following statements is incorrect? The security market line shows the relationship between risk and return for any stock or portfolio. The y-intercept

Which of the following statements is incorrect?

The security market line shows the relationship between risk and return for any stock or portfolio.

The y-intercept of the security market line represents the return on the risk-free asset.

The measure of risk used in creating the security market line is the standard deviation.

None of these statements are incorrect.

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