22. Which of the following are true? i. The total risk of the stock is equal to the sum of the systematic risk and the unsystematic risk. ii. According to CAPM, the stock with more total risk will have a higher expected return than the stock with less total risk. iii. According to CAPM, the stock with more systematic risk will have a higher expected retum than the stock with less systematic risk. iv. For a portfolio consisting of two stocks, higher the correlation between their retums higher is the diversification benefits. v. In the mean-variance framework, all investors will hold the risk-free asset and a portfolio of stocks depending on their individual preferences. a. i, iii, and iv b. iii and v c. 1 and iii d. i, ii, and v e. iii only