Which of the following is correct?

Select all the correct options to receive credit.

A)	Suppose you must invest in only in risky assets and you wanted to maxiimize your returns. If you are expecting the market to produce positive returns, then you should invest in assets with large betas.

B)	If markets are in equilibrium, then two assets with different betas would produce identical returns.

C)	If markets are in equilibrium, then two assets with different betas would produce different returns: the one with higher beta will have larger returns than the one with the lower beta.

D)	Suppose you must invest in only in risky assets and you wanted to maxiimize your returns. If you are expecting the market to produce positive returns, then you should invest in assets with small betas.

E)	If markets are in equilibrium, then two assets with different betas would produce different returns: the one with higher beta will have smaller returns than the one with the lower beta.