2. Which of the following statements about the efficient market hypothesis is not correct?

(A) If a stock market is weak form efficient, chartists cannot make abnormal returns. (B) If a stock market is strong form efficient, only people with insider information can make abnormal returns.

(C) In a semi-strong form efficient market, fundamental analysis will not bring abnormal returns.

(D) If a stock market is semi-strong form efficient, all past and current publicly available information is reflected in share prices.