Use the following three statements to answer this question: I. The CAPM points out that rational investors should be compensated for unique risk. II. The CAPM implies that non-systematic risk is the appropriate measure of risk to determine the risk premium required by investors for holding a risky security. III. The expected portfolio return from non-systematic risk is zero. I, II and III are correct. I, III are incorrect, II is correct. I, II are correct, III is incorrect. I and II are incorrect, III is correct