Question: The minimum-variance zero-beta portfolio most likely has some O a. systematic risk and no unsystematic risk O b. systematic and unsystematic risk c. unsystematic risk

The minimum-variance zero-beta portfolio most likely has some O a. systematic

The minimum-variance zero-beta portfolio most likely has some O a. systematic risk and no unsystematic risk O b. systematic and unsystematic risk c. unsystematic risk and no systematic risk

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