Suppose you perform a regression in which the y-values are the returns of a series of 50 different stocks and the x-values are betas of those 50 stocks. Excel produces a significantly positive 'X Variable 1! What is your interpretation? You have minimized risk. The CAPM is supported because the Security Market Line is upward sloping. The risk-free asset truly is risk-free. You have a truly efficient portfolio. You have abnormally high returns