BabyTee5589 BabyTee5589

22-03-2024
Business

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Which of the following statements is false?
a. Systematic risk cannot be diversified away.
b. The market portfolio includes all risky assets including stocks, bonds, real estate, derivatives,
and so on.
c. The market portfolio is observable.
d. The y-intercept of both the SML and the CML is RF.

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