Question: Question 13 1 pts Select all that are true with respect to the CAPM Beta. Beta is a measure of total risk Beta is a

Question 13 1 pts Select all that are true with respect to the CAPM Beta. Beta is a measure of total risk Beta is a measure of systematic risk A Beta of O implies that the asset has average systematic risk A Beta of 1 implies that the asset has average systematic risk A positive Beta implies the asset has more systematic risk than the overall market Question 14 1 pts In a CAPM world, which of the following, A or B, has a higher expected return? A has a standard deviation of 40% and a Beta of 0.90 whereas B has a standard deviation of 25% and a Beta of 1.10. OB Question 15 1 pts In a CAPM world, if you invest in an asset where all the risk is diversifiable, then the expected return is The risk free rate We need more information
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