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Which of the following statements is true? According to the CAPM a jewelry store chain is likely to earn lower expected returns than a grocery

Which of the following statements is true? According to the CAPM

a jewelry store chain is likely to earn lower expected returns than a grocery store chain.

the higher a stocks standard deviation, the higher its expected return.

a security with beta of twice the markets will earn twice the markets expected return.

a zero-beta securitys expected return is the risk free rate.

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