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IncorrectQuestion 26 0 / 1 pts Which of the following would have the lowest amount...

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Finance

IncorrectQuestion 26

0 / 1 pts

Which of the following would have the lowest amount of systematic risk (where the beta would be equal to zero)?

e) A portfolio made up entirely of treasury bills

a) A portfolio of the common stocks of 100 different companies

b) The market portfolio

d) A portfolio half invested in the market portfolio and half invested in stocks with betas = 1.50

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