All of the above Question 11 (1 point) Assume the CAPM holds. Stock X has a 10% expected excess return above the risk free rate and a standard deviation of 20%. The expected return of the market is 8%. The market risk premium is 5%. What is the Beta of stock X? 02 less than 2 greater than 2 Not enough information to determine the beta of stock X Question 12 (1 point) Soved Assuming the CAPM holds and that stock A has a lower standard deviation than stock B, it is possible for Stock A to have a higher expected return than stock B. True False 8