Q5. Are the following statements true or false? Please explain your answer. a. Stocks with a beta of zero offer an expected rate of return of zero. (5 marks) b. The CAPM implies that investors require a higher return to hold highly volatile securities. (5 marks) c. You can construct a portfolio with beta of 0.75 by investing 75% of the investment budget in T-bills (risk free) and the remainder in the market portfolio