Question: 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

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. O 2) and 3) None. 01) and 2) w 01

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