Facebook has a CAPM beta of $2\mathrm{.}2,$ whereas Vodafone has a CAPM beta of $0\mathrm{.}7.$ Which of the following statements most follows if the CAPM holds?

Group of answer choices

The risk premium on vodafone stock is lower than that on facebook stock.

For each one percentage point increase in the market risk premium, Vodafone's required rate of return increases by more than one percentage point.

Facebook's stock is more volatile than Vodafone's.

Vodafone has more systematic risk than Facebook