Which of the following statements is correct: 1. If asset A has a higher mean and higher variance then asset B, it is stochastically dominant, according to the first order criterion. II. Rosenberg adjustment to beta effectively increases the dispersion (cross-sectional variation) of the raw betas of stocks. It serves as an "amplifying factor." III. If there were no riskless asset in the economy, then there would be no Security Market Line