According to CAPM, which of the following are true under an efficient market? Pick all that apply. Select one or more answers and submit. For keyboard navigation... SHOW MORE a b C d e Multiple answers: Multiple answers are accepted for this question f g Alpha is always 0 for all stocks Alpha is positive only for very risky stocks Only professional money managers can achieve a Sharpe ratio higher than the market's No one can achieve a Sharpe ratio higher than the market's 7 Everyone will optimally invest in the market portfolio for the risky portion of their complete portfolio The only way to earn higher returns than the market is to invest in stocks with high firm-specific risk The only way to earn higher returns than the market is to increase the beta of your portfolio

According to CAPM, which of the following are true under an efficient market? Pick all that apply. Multiple answers: Multiple answers are accepted for this question Select one or more answers and submit. For keyboard navigation... SHOW MORE a Alpha is always 0 for all stocks b Alpha is positive only for very risky stocks c Only professional money managers can achieve a Sharpe ratio higher than the market's d No one can achieve a Sharpe ratio higher than the market's e Everyone will optimally invest in the market portfolio for the risky portion of their complete portfolio The only way to earn higher retums than the market is to invest in stocks with high firm-specific risk g. The only way to earn higher returns than the market is to increase the beta of your portfolio