Question: Analysis of returns using the SML would indicate that: a if beta is positive a negative correlation exists between market risk and the risk -

Analysis of returns using the SML would indicate that:
a
if beta is positive a negative correlation exists between market risk and the risk-free rate.
b
as betas increase, the expected return decreases.
c
if the beta is 2.0, twice the market risk premium must be earned.
d
the required return for all securities can be expressed as the risk-free rate minus a premium for risk.

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