The risk-free rate of return is 3%. The expected market risk premium is 10%. Stock Omega has an expected rate of return of 12%. The standard deviation of return for Stock Omega is 25%. The beta of Stock Omega is 1.1. Which of the following statements is (are) true? Your choice: 5/25 Qs According to the CAPM, Stock Omega has an alpha of -2%, is overvalued, and is plotted above the security market line. According to the CAPM, Stock Omega has an alpha of 1.3% and is overvalued. According to the CAPM, Stock Omega has an alpha of -2%, is overpriced, and should be sold short. According to the CAPM, Stock Omega is fairly priced. According to the CAPM, Stock Omega has an alpha of 1.3%, is undervalued, and is plotted above the security market line