According to the capital asset pricing model (CAPM). a. investons should expect to be rewarded for only the unsystematic risk associated with an individual investment, which is measured by the standard deviation of retums b. investors should expect to be rewarded only for the systematic risk associated with an individual investment, which is measured by the standard deviation of return. c. investors sheuld expect to be rewarded for only the unsystematic risk associated with an individual investment, which is measured by the beta coefficient d. imvestoes should expect to be rewarded for only the systematic risk associated with an individual investment, which is measured by the beta coefficient e. investers sheuld expect to be rewarded for the total risk associated with an individual investment, which is measured by the standard deviation of retums on the investrment QUESTION 17 Which of the following statements about correlation is correct? a. The weaker the positive correlation two stocks exhibit, the more risk can be reduced when they are combined in a pottfolio. b. If a stock has a negative correlation with market, its systematic risk is more than the market risk: c. If the returns from two stocks are perfectly positively correlated and the two stocks have equal variance, an equally weighted portfolio of the two stocks will have a variance that is less than that of the individual stocks. d. Risk is reduced when positively-related stocks are combined to form portfolios, especially when the correlation coefficients are equal to +1. e. Stocks that have correlation coefficients equal to zero will haye minimum diversification benefits