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MPT Associates selects optimal portfolios using the Treynor-Black model. Randall Morgan and Charles Alverson, research associates at MPT, debate the assumptions of the model. Morgan states that the model assumes that large numbers of assets are mispriced. Alverson states that the model places high importance on diversification. Regarding these statements: A. only Alverson is incorrect. B. both are incorrect. C. only Morgan is incorrect. |