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In the 1972 Empirical Study by Black,Jensen,and Scholes,they Found That

Question 36

Multiple Choice

In the 1972 empirical study by Black,Jensen,and Scholes,they found that the estimated slope of the security market line was _______ what the CAPM would predict.


A) higher than
B) equal to
C) less than
D) twice as much as
E) more information is required to answer this question

Correct Answer:

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