Question: Please rate the statement below as TRUE or FALSE: Assuming the CAPM perfectly holds, simply holding the S&P 500 index or US stock market and

Please rate the statement below as "TRUE" or "FALSE": "Assuming the CAPM perfectly holds, simply holding the S\&P 500 index or US stock market and taking on leverage (investing more than 100% of your money, i.e. borrowing money to invest) will never result in a positive alpha, but will result in an increased beta, more volatility and a higher expected rate of return

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