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Which of the following statements is/are correct? 0 a. securities with a zero beta have zero required rate of return O b. a portfolio of

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Which of the following statements is/are correct? 0 a. securities with a zero beta have zero required rate of return O b. a portfolio of 0.8 beta can be constructed by putting 80% of your wealth in the risk free asset and 20% in the market portfolio c. none of the answers is correct O d. stocks with higher variance require higher returns according to the CAPM

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