Question: (a) According to the CAPM, is it possible that a risky asset can have a beta of zero? If so, what does the CAPM predict
(a) According to the CAPM, is it possible that a risky asset can have a beta of zero? If so, what does the CAPM predict about the rate of return on such an asset? (b) According to the CAPM, is it possible that a risky asset can have a negative beta? If so, what does the CAPM predict about the rate of return on such an asset
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