Question: As depicted by the security market line, a decrease in the amount of systematic risk results in: Select one: a. An increase in the risk-free

As depicted by the security market line, a decrease in the amount of systematic risk results in:

Select one:

a. An increase in the risk-free rate.

b. No change in the expected return.

c. A decrease in the risk-free rate.

d. A decrease in the expected return.

e. An increase in the expected return.

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