From the start of 1999 to the start of 2009, the S&P 500 had a negative return. Does this mean the market risk premium we should use in the CAPM is negative? ... (Select the best choice below.) O A. No, to get a reliable estimate of an expected return we need much more data. O B. No, negative risk premiums are impossible, there is clearly an error in the estimation. OC. Yes, during this time period the risk premium is negative. OD. Yes, the data shows that the risk premium on the market proxy is negative