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Which of the following statements is not consistent with the CAPM? 1pts Two stocks with the same expected return have the same total volatility but

image text in transcribed Which of the following statements is not consistent with the CAPM? 1pts Two stocks with the same expected return have the same total volatility but different systematic volatility The Sharpe Ratio of SmartAlpha fund is 0.38 , while the Sharpe Ratio of the market is 0.4 Starbucks' stock has a total volatility of 45%, while the market volatility is 13% The market is the portfolio with the highest possible Sharpe Ratio The market has an expected excess returi of 8%. Starbucks' stock has a beta of 1.3 and and expected excess return of 10.4%

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