Question: True or false? a. The CAPM implies that if you could find an investment with a negative beta, its expected return would be less than

True or false?
a. The CAPM implies that if you could find an investment with a negative beta, its would be less than the interest rate.
b. The on an investment with a beta of 2.0 is twice as high as the on the market.
c. If a stock lies below the security market line, it is undervalued.

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