According to the Capital Asset Pricing Model (CAPM), which one of the following statements is FALSE? The fair value return of a security decreases as its beta increases. The expected return of a security having a zero beta is the risk-free rate. It's possible for stocks to have either positive or negative alphas. but the alpha of the overall market is zero. In equilibrium, all securities lie on the security market line. A fairly priced security has an alpha of zero