Question: true or false? with explaination please 15 5 Pts (Qualitative) If the CAPM holds and a stock's beta is larger than 1, then its standard

true or false? with explaination please

15 5 Pts (Qualitative) If the CAPM holds and a stock's beta is larger than 1, then its standard deviation must be higher than the standard deviation of the market portfolio

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