which of the following statements is false?

a. when estimating the risk free rate in the CAPM, we should use the current yields on the US treasury secutities.

b. we sbould select US treasury securities whose matrurity is equal to our investment horizion and use the yield on that treasury security as our risk free rate.

c. to estimate equity beta, we can regress the historical market excess returns on the individual exess returns of individual stocks, the resulted regression coefficient is the estimated equity beta.

d. survey shows most large firms and financial analysts use the yields of long term (10 to 30 year) bonds to determine the risk free interest rate.

e. none of the ahove

wach of the following statements is a when stating the rate in the CAP we should use the current ywds on US Treasury cute We should lectus reasury securities whoses quarto gor investment horton and use the yield on that truly security as our risk tree rate. To estimate outy beta wan regressthetical master excess return on the individual extes return of individuals the region coeficient is the estimated equity Surysowange forms and fancia nature the yields of longterm bandete termine the free interest rate Nos of the to