Question: According to the CAPM, the expected return on a security is: A) negatively and non-linearly related to the security's beta. B) negatively and linearly related

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

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

B) negatively and linearly related to the security's beta.

C) positively and linearly related to the security's variance.

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

E) positively and linearly related to the security's beta.

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