Question 6 of 42 Test: Final Exam - 25% of Grade Submit test This question: 1 points) possible Assume Capital Asset Pricing Model holds. If that is so, which of the following statements is TRUE? OA. The higher the systematic risk of a stock, the higher the expected return on that stock. B. The lower the systematic risk of a stock, the higher the expected return on that stock OC. The higher the stock specific volatility, the higher the expected return on that stock OD. The lower the stock specific volatility, the higher the expected return on that stock