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BRIEFLY assess whether each of the following statements is true, false or uncertain. Justify your answer! a) According to the CAPM, two stocks which have

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BRIEFLY assess whether each of the following statements is true, false or uncertain. Justify your answer! a) According to the CAPM, two stocks which have different Bs cannot sell for the same price. b) Suppose that there are only two securities, A and B, whose returns feature perfect negative correlation. Then, an investor can achieve a risk free portfolio by putting half of her money into each of these two securities. c) Suppose that there are only two securities, A and B. An investor who wants to minimize portfolio variance will always invest a positive amount in each stock (i.e. portfolio weights wa and we will both be greater than zero)

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