In CAPM (Capital Asset Pricing Model) framework, the beta coefficient is associated with the risk of an individual stock. List all the following statements that are TRUE: 1. Beta greater than O means stock exhibit higher systematic risk than the market. 2. Beta less than O means stock exhibit negative correlation with the market. 3. Beta does not measure the nonsystematic risk of the stock. None. 1) O 1) and 2) O 2) and 3)