Question: Which statement is true? The expected rate of return on any portfolio must be positive. The weights of the securities held in any portfolio must

Which statement is true?
The expected rate of return on any portfolio must be positive.
The weights of the securities held in any portfolio must equal 1.0.
The arithmetic average of the betas for each security held in a portfolio must equal 1.0.
The claugunt deviation of any prottfolis moret equal if
Which statement is true? The expected rate of

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