A security that has a rate of return that exceeds the Treasury bill rate but...

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Finance

A security that has a rate of return that exceeds the Treasury bill rate but is less than the market rate of return must: Select one: a. be a risk-free asset with a beta less than .99. b. be a risk-free asset. c. be a risky asset with a beta less than 1.0. d. be a risky asset with a standard deviation less than 1.0. e. have a beta that is greater than 1.0 but less than 2.0.

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