7. Consider a world in which the standard assumptions of the CAPM hold. The following holds for the market portfolio: E(Rm)=0,12 and (Rm)=0,08. Furthermore, for the MV efficient portfolio A it is given that E(RA)=0,08 holds. The risk-free interest rate is 4%. Question: Which of the following statements is false? a. Cov(RA,Rm)=0,0032. b. The following holds for each portfolio I : E(RI)=0,04+0,08I. c. For the inefficient portfolio J with: E(RJ)=0,16 the following holds: (RJ)>0,12 and J=1,5 d. For the inefficient portfolio K with: K=2 and an expected price at the end of the period of 120, the current price is higher than 100