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According to the CAPM (Capital Asset Pricing Model),what Is the Single

Question 71

Multiple Choice

According to the CAPM (capital asset pricing model) ,what is the single factor that explains differences in returns across securities?


A) the risk-free rate
B) the expected risk premium on the market portfolio
C) the beta of a security
D) the expected return on the market portfolio
E) the volatility of a security

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