Question: Under the CAPM, the correlation coefficient between the realized return of a well-diversified (no idiosyncratic risk) portfolio with a CAPM beta of 1.5 and the

Under the CAPM, the correlation coefficient between the realized return of a well-diversified (no idiosyncratic risk) portfolio with a CAPM beta of 1.5 and the realized return of the market portfolio is:

Select one:

a. 1.5

b. It is impossible to tell.

c. 0.5

d. 0

e. 1

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