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Which of the following statements are true in terms of risks? (3 good answers) Select one or more: O a. The specific risk of the

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Which of the following statements are true in terms of risks? (3 good answers) Select one or more: O a. The specific risk of the market portfolio is zero, because the whole part of return of the market portfolio can be explained by its own return. b. The beta coefficient of the market portfolio is equal to one, because the beta coefficient measure the relative risk of an asset as regard to the market portfolio. c. All stocks have a positive beta coefficient. It is impossible to have stocks whose returns move in the opposite direction. d. The systematic risk of the market portfolio is zero. e. The risk-free asset is free of all risks, including systematic risk and specific risk. Its beta coefficient is zero and the standard- deviation of its return is zero as well

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