Which of the following statements about the Capital Asset Pricing Model $($CAPM$)$ is NOT true?

a$)$ Investors are risk$-$averse and require a higher return for riskier assets.

b$)$ The expected return on a security is linearly related to the market risk premium.

c$)$ The beta coefficient measures the unsystematic risk of an individual security. $**$

d$)$ The risk$-$free rate represents the return on an investment with no risk

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