Are the following statements true or false? Please briefly explain your answer. A correct answer without an explanation is worth 0 points. A correct answer with an incorrect explanation can also be worth 0 points depending on how incorrect the explanation is. f) (1 point) CAPM holds. Statement: If beta of an asset is 0, the asset must be a risk-free asset. g) (1 point) The asset has expected return of 5% and standard deviation of 0%. Statement: a return on the asset can be negative. h) (1 point). The asset has expected return of 5% and standard deviation of 2%. Statement: a return on the asset can be negative