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Which one of the following should investors require to earn the most return based on CAPM? portfolio with a beta of 1.16 stock with a

Which one of the following should investors require to earn the most return based on CAPM?

portfolio with a beta of 1.16

stock with a beta of 0.98

diversified portfolio with returns similar to the overall market

stock with a beta of 1.23

U.S. Treasury bill

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