Question: aB Moving to another question will save this response. uestion 2 (Lecture 9 - Risk and Return) Which of the following staternente is FAL.SE? A.

 aB Moving to another question will save this response. uestion 2

aB Moving to another question will save this response. uestion 2 (Lecture 9 - Risk and Return) Which of the following staternente is FAL.SE? A. Assuming the CAPM holds, if the beta of stock. A is larger the beta of stock B, then the required risk premium for stock A must be larger than that for stock B B. The risk premium of a security is determined by its systematic risk and does nol depend on its diversifiable tisk c. The risk premium for diversifiable tisk is zero D. Fluctuations of ai stocks returns that are due to firm-specific news are diversifiable risks E. None of the above

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