Are the following statements true or false?

Required:

a$.$ Stocks with a beta of zero offer an expected rate of return of zero.

True

False

b$.$ The CAPM implies that investors require a higher return to hold highly volatile securities$.$

True

False

c$.$ You can construct a portfolio with a beta of $0\mathrm{.}75$ by investing $0\mathrm{.}75$ of the investment budget in T$-$bills and the remainder in the

market portfolio.

True

False