Question: An implication of the efficient market hypothesis is that __________. A.high-beta stocks are consistently overpriced B.low-beta stocks are consistently overpriced C.high-beta stocks are consistently underpriced

An implication of the efficient market hypothesis is that __________. A.high-beta stocks are consistently overpriced B.low-beta stocks are consistently overpriced

C.high-beta stocks are consistently underpriced

D.low-beta stocks are consistently underpriced

E.negative alphas will persist

F.negative alphas will quickly disappear

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