Which ones of the following statements about portfolio beta are correct? 

A. If the return of an asset has zero correlation with the market portfolio returns, the beta of this asset must be zero.

B. If two portfolios have the same portfolio weights, but different dollar values, their betas are the same. 

C. Diversification is not a way to reduce portfolio beta.

D. A portfolio that has the same portfolio weights as the market portfolio should have a beta of E. If portfolio beta is between 0 and 1, then the portfolio expected return is between risk-free rate and the market expected return. 

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