QUESTION 3 Which of the following statements are inconsistent with the CAPM? O A stock with only diversifiable risk has an expected return that exceeds the risk-free rate. Small stocks with a beta of 1.5 tend to have higher returns on average than large stocks with a beta of 1.5. Stocks with a beta of 0.5 tend to have lower returns than the market portfolio. Stocks with a beta of 1 have an expected return equal to the market portfolio. Stocks with a beta of 0.1 have an expected return lower than the risk-free rate