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Which one of the following portfolios has the least amount of systematic risk? a. a portfolio that duplicates the overall market b. a portfolio comprised
Which one of the following portfolios has the least amount of systematic risk? a. a portfolio that duplicates the overall market b. a portfolio comprised of 50 percent cash and 50 percent large-company stocks c . a portfolio consisting of various U.S. Treasury bills d. a stock portfolio with a portfolio beta of 1.8 e. a diversified portfolio with a portfolio beta of 0.7
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