liquidity

just read the question along with our explanations and you should catch on...

I sort of agree though with why beta is included since once you get alpha, you don't need beta anymore... but the question doesn't say the only final two pieces of information that you need... it's simply true that beta is required at some point... and the question i'm assuming doesn't ask what "every piece of information is required to determine the weighting".. it just asks whether this statement is true, which it is.