Question 1
1 pts
If the CAPM held perfectly, which of the following statements should not be
possible?
Apple has an expected excess return of 10%, and beta of 2; while the expected
excess return on the market is 4%
Two stocks with the same return volatility might have a different expected return
The expected return on Apple stock is 15%, while the expected return on the
market is 10%
Apple has a total volatility of 30%, while the market volatility is 20%
