Choose the correct answer and explain briefly 8. What is the expected return of a zero-beta security? A. Market rate of return. B Zero rate of return. C. Negative rate of return. D. Risk-free rate of return 9. Capital asset pricing theory assets that portfolio returns are best explained by: A. Economic Factors B. Specific risk C. Systematic risk I D. Diversification 10. According to CAPM, the expected rate of return of a portfolio with a beta of 1.0 and an alpha of O is