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    Exam 7: Capital Asset Pricing and Arbitrage Pricing Theory
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    What Is the Expected Return of a Zero-Beta Security
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What Is the Expected Return of a Zero-Beta Security

Question 37

Question 37

Multiple Choice

What is the expected return of a zero-beta security?


A) The market rate of return.
B) Zero rate of return.
C) A negative rate of return.
D) The risk-free rate.
E) None of these.

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