Use the following three statement to answer this question: 1. Each time the the market index rises, a negative-beta stock will always fall. II. PAB = 0.7 implies that when the return of stock A increases by 10%, the return of stock B increases by 7%. III. If CAPM is correct, the expected return from non-systematic risk is not equal to zero. O a. Both I and II are correct O b. All are not correct OcOnly III is correct Od Both II and Ill are correct Both i and Ill are correct. . e Clear my choice