Assume that the UK short-term government bond yield is 1% and the FTSE All Shares Index return is 3%. Stock Actual returns (%) CAPM beta 1 1.1 0.2 II 2.2 0.5 3.3 1 IV 4.4 1.2 V 5.5 1.6 Which ONE of the following is true? The actual returns of all stocks are below their expected returns (Tick here if you think that none of the statements is true.) The actual returns of all stocks are above their expected returns Only Stock I has actual returns below the expected returns Only Stock V has actual returns above the expected returns