Assume risk free rate is 7% and market risk premium is 5%. Based on the above data, which one of the following statements are not true? i) Expected return of HSBC Holdings is lower than expected return of Citigroup. ii) If the market return is 15%, the expected return of Citigroup is 24.4%. iii) If the market return is 15%, the expected return of HSBC Holdings is 10%. iv) Market return is 12% and expected return of Citigroup is higher than HSBC Holdings. Select one: a. ii and iv b. iii and iv c. ii and iii d. i and