Suppose the CAPM holds. Which statement is correct? Firms with more idiosyncratic risk should earn higher expected returns. Firms with more market risk should earn lower expected returns. Firms with larger market capitalization should earn higher expected returns. Firms with returns that are uncorrelated with the market should earn the same return as the risk-free asset. Firms with a market beta equal to 0.5 should earn expected returns that are larger than the market portfolio