Which of the following is​ INCORRECT?   A. Anticipated returns on any given stock are always greater than 0.   B. A negative beta stock has an expected return less than the​ risk-free rate.   C. Two assets with a correlation of​ -1 could be combined to create a portfolio with a standard deviation of zero​ (no risk).   D. All a​ stock’s risk could be unsystematic.

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
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Which of the following is​ INCORRECT?
 
A. Anticipated returns on any given stock are always greater than 0.
 
B. A negative beta stock has an expected return less than the​ risk-free rate.
 
C. Two assets with a correlation of​ -1 could be combined to create a portfolio with a standard deviation of zero​ (no risk).
 
D. All a​ stock’s risk could be unsystematic.
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