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Question 12 (0.2 points) Which one of the following portfolios will have a beta of...

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Question 12 (0.2 points) Which one of the following portfolios will have a beta of one? 1) A portfolio with a zero variance of returns 2) No portfolio can have a beta of zero. 3) A portfolio comprised solely of U. S. Treasury bills 4) A portfolio that is equally as risky as the overall market 5) A portfolio that consists of a single stock

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