Which of these statements related to the capital asset pricing theory $($CAPM$)$ is $($are$)$ correct? Select all that apply.

CAPM provides higher expected returns than those found on the efficient frontier.

The key difference between CAPM returns and efficient frontier returns is the inclusion of a risk$-$free rate.

CAPM returns incorporate behavioral finance into efficient frontier returns.

The CAPM is derived from modern portfolio theory.