Indicate whether the following statements are true or false.$\mathrm{.}55$ ointseBookPrintReferencesa. Investors demand higher expected rates of return on stocks with more variable rates ofb. The CAPM predicts that a security with a beta of $0$ will offer a zero expected return.c$.$ An investor who puts $$10,000$ in Treasury bills and $$20,000$ in the market portfolio will haved. The CAPM predicts that investors demand higher expected rates of return from stocks with retums that are highly exposed to business$-$cycle risk.e$.$ Investors demand higher expected rates of return from stocks with returns that are very sensitive to fluctuations in the stock market.