just need answer

6 ofis Use the following three statement to answer this question: 1 Negative beta implies a negative standard deviation. II. PA = 0.7 (correlation) implies that when the return of stock A increases by 10%, the return of stock B increases by 7% III. If CAPM is correct, the expected return from non-systematic risk is zero. . Both I and II are correct O b. Only Il is correct. Only Ill is correct O d. Both Il and Ill are correct Oe. Both I and Ill are correct. Ursure Previous page Finish attempt 4 5 Next page