value: 10.00 points Diversification works because unsystematic risk exists True O False value: 10.00 points Using the Capital Asset Pricing Model (CAPM), an increase in the security's beta will increase the expected rate of return on an individual security. Assume that the security's beta, the risk-free rate of return, and the market rate of return are all positive O True O False value: 10.00 points The expected return of the portfolio considers the performance of each stock given various economic scenarios. O True O False