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 I 1.1 0.2 11 2.2 0.5 III 3.3 1 IV 4.4 1.2 V 5.5 1.6 Which ONE of the following is true? O Only Stock I has actual returns below the expected returns O (Tick here if you think that none of the statements is true.) The actual returns of all stocks are below their expected returns Only Stock V has actual returns above the expected returns The actual returns of all stocks are above their expected returns