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Which statements about the single index model (SIM) is/are not true? Select one or more: A. SIM is not an asset pricing model. B. SIM

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Which statements about the single index model (SIM) is/are not true? Select one or more: A. SIM is not an asset pricing model. B. SIM cannot simplify the estimation of the covariance matrix. C. SIM cannot identify the source of nonsystematic risk. D. SIM is not a one factor model. E. SIM cannot give an analytical solution to an optimal asset allocation

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