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    Exam 9: Capital Market Theory and Asset Pricing Models
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    Securities with Betas Greater Than L Should Have
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Securities with Betas Greater Than L Should Have

Question 75

Question 75

Multiple Choice

Securities with betas greater than l should have:


A) greater than average diversifiable risk.:::::
B) lower than average diversifiable risk.
C) required returns higher than the market return.
D) no systematic risk.

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