Question: According to the CAPM, the expected return on a security whose return has negative correlation with the market return: A) must be lower than the

According to the CAPM, the expected return on a security whose return has negative correlation with the market return:

A) must be lower than the risk-free rate

B) must be zero

C) must be negative

D) must be higher than the expected return on the market

E) must be higher than the risk free rate but lower than the expected return on the market

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