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

Question 34

Multiple Choice

In the 1972 empirical study by Black,Jensen,and Scholes,they found that the risk-adjusted returns of high beta portfolios were _____________ the risk-adjusted returns of low beta portfolios.


A) greater than
B) equal to
C) less than
D) unrelated to
E) more information is necessary to answer this question

Correct Answer:

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