Part 1 Attempt 1/5 for 10 pts. Which of the following statements are true about the CAPM and the APT? Check all that apply: The APT applies only to well-diversified portfolios. The expected return-beta relationship is the same for both theories. The CAPM applies to all securities. The APT guarantees that in the absence of arbitrage opportunities, the expected return-beta relationship will hold for all assets. Part 1 A factor portfolio is a well-diversified portfolio with a/an beta of 1 on one of the factors and a beta of 0 on all other factors. beta of 0 on all of the factors. beta of 1 on all of the factors. alpha of 1 on one of the factors and a beta of 0 on all other factors. alpha of 1 on all of the factors