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please answer and justify fasle staements 1. Which of these options are true? Justiry faise statements, 1. A decrease in the systematio risk in the

please answer and justify fasle staements image text in transcribed
1. Which of these options are true? Justiry faise statements, 1. A decrease in the systematio risk in the portolio comes with a reduction in the expected return. ii. If a portfolio has a positive investment in every asset, the CAPM beth on the portfolio can be less than that on every asset in the portfolio. iii. Risky security cannot have an expected return less than the risk-free asset becative iv. no risk-averse investor will be willing to hold such security in equilibrium. iv. The CAPM implies that investors require a higher return to hold highly volatile securities

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