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    Exam 7: Asset Pricing Models: Capm and Apt
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    What Is the Correlation Coefficient Between the Market Return and a Risk-Free
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What Is the Correlation Coefficient Between the Market Return and a Risk-Free

Question 145

Question 145

Multiple Choice

What is the correlation coefficient between the market return and a risk-free asset?


A) +¥
B) -¥
C) +1
D) -1
E) Zero

Correct Answer:

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