Question: Which statement is true? a). The arithmetic average of the betas for each security held in a portfolio must equal 1.0. b).The standard deviation of

Which statement is true?

a). The arithmetic average of the betas for each security held in a portfolio must equal 1.0.

b).The standard deviation of any portfolio must equal 1.0.

c).The expected rate of return on any portfolio must be positive.

d).The weights of the securities held in any portfolio must equal 1.0.

e).The beta of any portfolio must be 1.0.

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