True or false

6.- The measure of beta associates most closely with unsystematic risk.

7.- The Modigliani-Miller Proposition I without taxes states a firm cannot change the total value of its outstanding securities by changing its capital structure proportions.

8.- According to the CAPM, the expected return on a security is positively and linearly related to the security's beta.

9.- There are no differences in the capital-structure of different industries.

10.- The variance of Stock A is .004, the variance of the market is .007 and the covariance between the two is .0026. The correlation coefficient is 0.4913.