Which of the following statements is FALSE? When we use more than one portfolio to capture risk, the model is known as a single factor model. The factor beta measures the sensitivity of the stock to a particular factor. The risk premium of any marketable security can be written as the sum of the risk premiums of each factor multiplied by the sensitivity of the stock with those factors. If we use more than one portfolio as factors, then together these factors will capture systematic risk but each factor captures different components of the systematic risk