Assuming that the CAPM holds, which of the following statements are true? A security that has only diversifiable risk should have an expected return that equals the risk-free interest rate. [ Select ] True False The expected return on a security is at least as high as the risk-free rate. [ Select ] False True The return on a security with a positive beta should be above the risk-free rate. [ Select ] True False Since investors are compensated for holding risk, two securities with the same standard deviation should have the same expected return. [ Select ] True False A stock with a beta of zero has no risk.  [ Select ] True False