Question: Choose the false statement. Zero - beta stocks will have a zero standard deviation. If weak form of market efficiency holds, semi - strong market

Choose the false statement.
Zero-beta stocks will have a zero standard deviation.
If weak form of market efficiency holds, semi-strong market efficiency may or may not hold.
If strong-form of market efficiency holds, then weak-form market efficiency holds as well.
If y**=0.5 and the standard deviation on the complete portfolio is 12%, the standard deviation of the risky portfolio is 24%.
Choose the false statement. Zero - beta stocks

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