Which of the following statements are true! 1. You can construct a portfolio with a beta of 0.75 by investing 0.75 of the total investment amount in the risk-free asset and the remainder in the market portfolio. 1. The CAPM predicts that a security with a beta of O will offer a zero expected return ii. Investors demand higher expected rates of return from stocks that are very sensitive to fluctuations in the stock market. iv. CAPM implies that all risky assets must have a positive risk premium. a. ii, iii, and iv b. i and ii c. fii and iv d. i, iii, and lv e. None of the above A/