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Question 13 1 pts Which statement is correct? A portfolio that contains at least 30 diverse individual securities will have a beta of 1.0. Any portfolio that is correctly valued will have a beta of 1.0. A portfolio that has a beta of 1.12 will lie to the left of the market portfolio on a security market line graph. A risk-free security plots at the origin on a security market line graph. An underpriced security will plot above the security market line