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An equally weighted portfolio contains 11 stocks. The portfolio beta is 1.9. Stock A has...

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An equally weighted portfolio contains 11 stocks. The portfolio beta is 1.9. Stock A has a beta of 0.7. If you sell all of your investment in A and invest the proceeds in the risk-free asset, your new portfolio beta will be: (Note: please retain at least 4 decimals in your calculations and at least 2 decimals in your final answer.) Answer: You have observed that every time the Andrews Sisters Music Corp's stock rises by 2% in a week, it drops by 3% the next week. This observation is consistent with: Select one: a. Inefficient market O b. Semi-strong form efficiency O c. The observation is consistent with all forms of efficiency d. Strong form efficiency O e. Weak form efficiency

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