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Which one of the following statements is correct concerning a portfolio beta? Portfolio betas range between-1.0 and +1.0. A. A portfolio beta cannot be computed

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Which one of the following statements is correct concerning a portfolio beta? Portfolio betas range between-1.0 and +1.0. A. A portfolio beta cannot be computed from the betas of the individual securities comprising the portfolio because some risk is eliminated via diversification. B A portfolio beta is NOT a weighted average of the betas of the individual securities contained in the portfolio A portfolio of U.S. Treasury bills will have a beta of zero. D

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