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7 If the market portfolio (S&P 500) is expected to return 15%, then a portfolio...

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7 If the market portfolio (S&P 500) is expected to return 15%, then a portfolio that is expected to return 12%? A. Plots above the security market line B. Plots to the right of the market on an SML graph C. Is not diversified Page 2 of 7 D. Has a beta that is less than 1.0

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