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Which of the following hedge fund strategies is most likely to exhibit a beta close to zero?
A
Short-biased funds, which typically have a negative beta due to their focus on shorting overvalued securities.
B
Market-neutral funds, which aim to balance long and short positions to minimize market risk and achieve a beta near zero.
C
Fundamental long/short growth funds, which may not prioritize market neutrality and often end up with a long bias.
