Time Left:1:07:03 Mahlon Bosire: Attempt 1 Question 2 (2 points) Which of the following statements is(are) true? I. CAPM implies a positive relationship between the expected return and systematic risk II. CAPM implies a negative relationship between the expected return and unsystematic risk. III. CAPM implies a positive relationship between the expected return and unsystematic risk A) III B) II and III C) I and III DI E) 11 Previous Page Next Page Page 2 of 12