Question: True or False? (Explain) There may be some truth in the CAPM model, but over the past year many stocks gave a substantially higher return

True or False? (Explain)

There may be some truth in the CAPM model, but over the past year many stocks gave a substantially higher return than the CAPM predicted, and many others gave a substantially lower return. Therefore the CAPM is not a good model to work with.

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