Please explain fully, thank you

Chapter 9 EV: pg 302, #3 Prompt: Are the following true or false? Explain. a. Stocks with a beta of zero offer an expected rate of return of zero b. The CAPM implies that investors require a higher return to hold highly volatile securities c. You can construct a portfolio with beta of.75 by investing .75 of investment budget in T-bills and the remainder in the market portfolio