9. A _________ portfolio is a well-diversified portfolio constructed to have a beta of 1 on one of the factors and a beta of 0 on any other factor.
A. factor
B. market
C. index
D. A and B
E. A, B, and C
9. A _________ portfolio is a well-diversified portfolio constructed to have a beta of 1 on one of the factors and a beta of 0 on any other factor.
A. factor
B. market
C. index
D. A and B
E. A, B, and C