Question: Question 20 (15 points) A) What is the risk premium of a zero-beta stock? Explain your answer. B) Can you can lower the volatility of

Question 20 (15 points) A) What is the risk premium of

Question 20 (15 points) A) What is the risk premium of a zero-beta stock? Explain your answer. B) Can you can lower the volatility of a market portfolio without changing its ex- pected return by substituting out any zero-beta stock in a portfolio and replac- ing it with the risk-free asset? Explain your

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