3. Assume that the assumptions underlying the standard CAPM hold. Are the following statements true or false? Explain your answers. a) Consider 2 stocks A,B with the same beta = . Then the realized returns of A and B have to be equal. b) If M is the market portfolio and stock A satisfies , > , where ,is the correlation coefficient between A and M, is the volatility of the Market portfolio and is the volatility of As return, then [ ] increases as the risk-free rate increases.