Question 12 10 points Save Answe 1. Stock X has a beta of 0.5 and Stock Y has a beta of 15. Which of the following statements must be true, according to the CAPM? If you invest $30,000 in Stock X and 550,000 in Stock Y, your 2-stock portfolio would have a beta significantly lower than 1.0, provided the retums on the two stocks are not perfectly correlated Shock Y's realized return during the coming year will be higher than Stock X's return Stock Y's return has a higher standard deviation than Stock X. If the expected rate of inflation increases but the market risk premium is unchanged, the required returns on the two stocks should increase by the same amount