The beta of a risky portfolio cannot be less than _____ nor greater than _____.
A. 0; 1
B. 1; the market beta
C. the lowest individual beta in the portfolio; market beta
D. the market beta; the highest individual beta in the portfolio
E. the lowest individual beta in the portfolio; the highest individual beta in the portfolio

Answer rating: 100% (QA)

E the lowest individual beta in the portfolio the ... View the full answer