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Which one of the following statements is correct? A. An underpriced security will plot above the security market line. B. Any portfolio that is correctly

Which one of the following statements is correct?

A. An underpriced security will plot above the security market line.

B. Any portfolio that is correctly valued will have a beta of 1.0.

C. A portfolio that contains at least 30 diverse individual securities will have a beta of 1.0.

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