Which One of the Following Portfolios Will Have a Beta

question 29

Multiple Choice

Which one of the following portfolios will have a beta of zero?

• A)A portfolio that is equally as risky as the overall market
• B)A portfolio that consists of a single stock
• C)A portfolio comprised solely of U.S.Treasury bills
• D)A portfolio with a zero variance of returns
• E)No portfolio can have a beta of zero.

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