Question: I really need help in understanding this questions: In the setting of the CAPM, high beta stocks have high expected returns and low beta stocks

I really need help in understanding this questions:

In the setting of the CAPM, high beta stocks have high expected returns and low beta stocks have low expected returns.Because of this, all investors only hold high beta stocks in the CAPM.

It's asking whether I agree or disagree with the statement...and why or why not.

Need help understanding it.

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