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Which of the following statements about the CAPM is false? The CAPM assumes investors demand relatively high expected returns for assets with relatively high systematic

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Which of the following statements about the CAPM is false? The CAPM assumes investors demand relatively high expected returns for assets with relatively high systematic risk O All of these None of these For a given market risk premium, the CAPM implies that investors require a higher return (total not excess) when the risk-free rate higher. O Stocks with a beta of zero should have an expected total return of zero under the CAPM

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