QUESTION 1 1 out of 1 points Check whether the following statements are True or False, and select the right answer: The risk premium of a stock is equal to the expected return of the stock. According to CAPM, if stock A has a higher expected return than stock B, the standard deviation of stock A returns after diversification is higher than the standard deviation of stock B returns after diversification. The Beta of a stock is equal to the ratio between the standard deviation of the actual stock returns and the standard deviation of the market portfolio returns It is not possible to have portfolios (of stocks and/or bonds) with lower standard deviations than the market portfolio