The capital asset pricing model (CAPM) can be stated as follows: ke = R+B (Rm - R) where 1. ke = required return 2. RY = risk-free rate of return 3. Rm = market rate of return 4. B = beta of stock, representing the sensitivity of a stock's returns to market returns Consider Coleman Co., a U.S.-based MNC. Suppose that Coleman decreases the amount of international business they conduct, thereby increasing their stock's beta. This increase in beta will serve to increase the required return on Coleman's stock, according to the CAPM. True or False: According to the CAPM, firms with many diversified projects can ignore systematic risk. True False