Are the following two statements true or false:

I. Based on the Capital Asset Pricing Model, a stock with a beta of zero should earn the market return.

II$.$ Based on the Capital Asset Pricing Model, a stock with a beta of $1$ should earn a return equal to the risk$-$free rate plus the expected return on the market.

A$.)$ Statement I is true and statement II is false

B$.)$ Statement I is false and statement II is true

C$.)$ Both statements are true

D$.)$ Both statements are false