Question: Consider the capital asset pricing model (CAPM): y = + x + where y = R - Rf and x = RM - Rf .

Consider the capital asset pricing model (CAPM): y = + x + where y = R - Rf and x = RM - Rf . Abnormal returns exist when Blank______. Multiple choice question. = 0 and = 1 = 10 and =1 = 0 and 1 < 0 or > 0

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