Question 9 (1 point) An important implication of the Capital Asset Pricing Model (CAPM) is that when a security is held in a well-diversified portfolio, beta becomes an additional measure of risk; that is, in addition to the standard deviation of the security's return. 1) True O2) False 3) Statement is correct but only when stock beta is equal to 1 4) Statement is correct but only when correlation coefficient is negative