What is the expected return of a zero-beta security?______.A、Market rate of retu

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问题 What is the expected return of a zero-beta security?______.

选项 A、Market rate of return
B、Zero-rate of return
C、Risk-free rate of return
D、Negative rate of return

答案 C

解析答案为C项。贝塔值为零的证券预期收益率等于无风险收益率。故本题选C项。

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