Question: Use the following three statement to answer this question 1. Negative beta implies a negative standard deviation 11. Pas = 0.7 (correlation) implies that when

Use the following three statement to answer this question 1. Negative beta implies a negative standard deviation 11. Pas = 0.7 (correlation) implies that when the retum of stock A increases by 10%, the return of stock B increases by 7% II. CAPM is correct, the expected retum from non-systematic risk is zero. OaBoth I and I are correct. OD Only Il is correct Oc Only mi is correct Od Both II and Ill are correct O Both I and I are correct

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