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Which one of the following portfolios probably has the least systematic risk? A growth portfolio with a portfolio beta of 1.3. . A well-diversified portfolio

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

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