Asset 1 has a beta of 1.2 and Asset 2 has an alpha of 0.6. Which of the following statements is correct? Asset 1 is more volatile than Asset 2. O Asset 2 has a lower expected return than what CAPM predicts. Asset 1 has a lower expected return than what CAPM predicts. Asset 2 has a higher expected return than what CAMP predicts Asset 1 has a higher expected return than what CAPM predicts