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Which of the following would likely have the greatest amount of systematic risk? A) a portfolio of the common stocks of 100 randomly selected companies.
Which of the following would likely have the greatest amount of systematic risk?
A) a portfolio of the common stocks of 100 randomly selected companies.
B) the market portfolio.
C) a portfolio half invested in the market portfolio and half invested in treasury bills.
D) a portfolio half invested in the market portfolio and half invested in stocks with betas = 1.50.
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International Financial Management
Authors: Jeff Madura
2nd Edition
0314430296, 978-0314430298
