Which of the following statements is TRUE? O A. If the risk-free rate is 1.5% and the market risk premium is 6%, then the expected return on the market would be 4.5%. OB. CAPM is a model for relating unsystematic risk to the expected return on an asset. OC. According to CAPM, stocks with greater than average market risk would have an expected return lower than the expected return on the market. OD. If a company's beta is less than 1.0, then it is less risker than market