Question: QUESTION 12 A security held in a large, well-diversified portfolio that has a beta of zero in a one-factor model will have an actual return:

QUESTION 12 A security held in a large, well-diversified portfolio that

QUESTION 12 A security held in a large, well-diversified portfolio that has a beta of zero in a one-factor model will have an actual return: of zero. closely equal to the market risk premium. closely equal to the expected return. that is positive and less than the risk-free rate. that is less than the risk-free rate and can be negative

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