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Memphic Memphic
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6 years ago
Which of the following statements is FALSE?
A) We can improve the performance of our portfolio by selling stocks with negative alphas.
B) The market portfolio is on the SML, and according to the CAPM, since all other portfolios are inefficient they will not fall on the SML.
C) The difference between a stock's expected return and its required return according to the security market line is called the stock's alpha.
D) The risk premium for any security is proportional to its beta with the market.
Textbook 
Corporate Finance: The Core

Corporate Finance: The Core


Edition: 4th
Authors:
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anicidanicid
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6 years ago
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Memphic Author
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6 years ago
Thank you, thank you, thank you!
asd454512
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Yesterday
You make an excellent tutor!
jamesbove
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2 hours ago
This helped my grade so much Perfect
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