Which of the following statements is not consistent with the CAPM? The market is the portfolio with the highest possible Sharpe Ratio The market has an expected excess return of 8%. Starbucks' stock has a beta of 1.3 and and expected excess return of 10.4% Starbucks' stock has a total volatility of 45%, while the market volatility is 13% The Sharpe Ratio of SmartAlpha fund is 0.38 , while the Sharpe Ratio of the market is 0.4 Two stocks with the same expected return have the same total volatility but different systematic volatility