$12.$ Based on the capital asset pricing model, which one of the following must increase the expected return on individual security, all else held constant?

A decrease in the market rate of return given a security beta of $1\mathrm{.}13$

A decrease in the market rate of return given a security beta of $\mathrm{.}78$

A decrease in the risk$-$free rate given a security beta of $1\mathrm{.}06$