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%. O B. CAPM is a model for relating unsystematic risk to the expected return on an asset. O C. 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