Answer True or False. No explanations are required. a) In the single index model, if two firms have uncorrelated firm specific risk, then a 50%-50% portfolio of the two stocks would have all firm specific risk diversified away. b) In the the single index model, firm specific risk is assumed to have a negative correlation with the market return. c) For a 30%-70% portfolio of two stocks, the portfolio standard deviation will be less than a 30%-70% weighted average of the two stocks' standard deviations. d) In the single-index model, portfolio standard deviation converges to zero as the number of stocks in your portfolio goes to infinity. e) If you have mean-variance preferences, but the CAPM does not hold, then an optimal portfolio for you would still involve mixing the tangency portfolio with the risk free asset, even though the Tangency portfolio may not be the market portfolio. f) In the CAPM, if Stock A has a higher expected return than Stock B; it must also have a higher Beta. g) In the CAPM, if Stock A has a higher expected return than Stock B, it must also have a higher standard deviation. h) A mean-variance investor will necessarily prefer investing 100% in portfolio A rather than investing 100% in portfolio B as long as A has a higher Sharpe ratio than B