Explain why the below statements are false:

a$)$ The CAPM implies that if you have an asset with negative beta, its expected return would be equal to the riskfree rate

b$)$ One should invest on a stock that lies below the security market line

c$)$ The CAPM predicts that a security with a beta of $0$ will offer zero expected return

d$)$ Investors demand higher than market return from stocks that are highly exposed to macroeconomic risk.