15% Efficient Frontier of All Risky Securities Market Portfolio - Efficient Portfolio PIBM 10% Capital Market Line O GE OGM Disney McDonald's Expected Return Merck O Exxon Mobil Campbell 5% O Soup Anheuser-Busch Edison International Risk-Free Investment 0% 0% 5% 35% 40% 10% 15% 20% 25% 30% Volatility (standard deviation) If CAPM holds and given the above picture, which of the following are true? The Beta on Anheuser-Busch is greater than the beta on Campbell Soup O The Beta on Edison International is greater than the Beta on Exxon Mobil The Beta on McDonalds is greater than the beta on Merck The Beta on IBM is less than the beta on Campbell Soup