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Which one of the following portfolios probably has the least systematic risk? A. A portfolio constructed to duplicate the overall market. B. A well-diversified portfolio
Which one of the following portfolios probably has the least systematic risk?
A. A portfolio constructed to duplicate the overall market.
B. A well-diversified portfolio of utility stocks.
C. A well-diversified portfolio consisting of high-tech stock.
D. A growth portfolio with a portfolio beta of 1.3.
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