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Which of the following statements is/are true? Multiple Choice A. The beta of a risky portfolio cannot be less than 1 nor greater than the

Which of the following statements is/are true?

Multiple Choice

  • A. The beta of a risky portfolio cannot be less than 1 nor greater than the market beta.

  • B. The expected return on a security is affected by the security's unique risks.

  • Both A and B are true.

  • Neither A nor B are true.

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