23- Asset I has a beta of 1.2 and Asset 2 has a beta of 0.6. Which of the following statements is not correct? Asset 1 is more volatile than Asset 2. Asset 2 has a higher expected return than Asset 1. In a regression with individual asset's return as the dependent variable and the market's return as the independent variable, the R-squared value is higher for Asset 1 than it is for Asset 2 All of the above statements are correct. a. b. c. d