Asset 1 has a beta of 2 2 and Asset 2 has a beta of 1 6 Which of the following statements is FALSE a Asset 1's returns must be more volatile than Asset 2's returns b Asset 1 has a higher equilibrium expected return than Asset 2 c Asset 1 must have higher non systematic risk than asset 2 d a and c above

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Asset 1 has a beta of 2.2 and Asset 2 has a beta of 1.6. Which of the following statements is FALSE ? a. Asset

Asset 1 has a beta of 2.2 and Asset 2 has a beta of 1.6. Which of the following statements is FALSE?

	a.	Asset 1's returns must be more volatile than Asset 2's returns.
	b.	Asset 1 has a higher equilibrium expected return than Asset 2.
	c.	Asset 1 must have higher non-systematic risk than asset 2.
	d.	a and c above.

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