Which of the following is/are true? A) Two points on the Characterist
Which of the following is/are true?
A) Two points on the Characteristic Line are the T-bill and the market portfolio.
B) Most of the unsystematic risk is removed by the time a portfolio contains 30 stocks.
C) The greater the total risk of an asset, the greater the expected return.
D) All securities have a beta between 0 and 1.
ANSWER
B
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