Which of the following statements is inconsistent with the CAPM: 1. A stock has twice the market beta of another stock but does not have twice the expected return of the other stock. 2. A stock with a beta of zero earns an expected return greater than the risk-free rate. 3. A stock has an expected return that is less than the risk-free rate. Statement 2 Statement 3. Statement 1. All of the statements are inconsistent with the CAPM Statements 1. and 3