1 Mark Which of the following is useful in attempting to identify mispriced securities if the semi-strong form of EMH is assumed? O a. Earnings expectations for the following year. O b. Historical price trends OC. Relevant insider information. O d Past and current trading volumes o e Current balance sheets and income statements Use the following three statements to answer this question: 1. A security with a beta of zero implies that all of the variability in this security's return is fully diversifiable by any investor holding a well-diversified portfolio in the U.S. market (most efficient in the world). II. The SML slope is the market risk premium III. The CML slope is the Sharpe ratio O a. Only I and II are correct O b. Only I and III are correct O c. Only II and III are correct O d. Only III is correct O e. I, II, and III are all correct