Question: According to CAPM, the expected return on a security is: Group of answer choices a positively and linearly related to the security's beta. b positively

According to CAPM, the expected return on a security is:

Group of answer choices

a positively and linearly related to the security's beta.

b positively and linearly related to the security's variance.

c negatively and linearly related to the security's beta.

d positively and non-linearly related to the security's beta.

e negatively and non-linearly related to the security's beta.

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