Which of the following is true? The coeficient of variation is risk per unit of return. Historical standard deviation and expected standard deviation are calculated the same. Expected return and average return are calculated the same. All of the above are true. 10 points Which of the following is true? The vertical intercept on the Security Market Line corresponds to the return on a 10-year Treasury Security. All risk can be diversified away. The CAPM is an acronym for Management Accounting Certified Professionals. Based on the CAPM, a lower beta means there is more risk. Which of the following is true? The coeficient of variation is risk per unit of return. Historical standard deviation and expected standard deviation are calculated the same. Expected return and average return are calculated the same. All of the above are true. 10 points Which of the following is true? The vertical intercept on the Security Market Line corresponds to the return on a 10-year Treasury Security. All risk can be diversified away. The CAPM is an acronym for Management Accounting Certified Professionals. Based on the CAPM, a lower beta means there is more risk