According to the Capital Asset Pricing Model

Multiple Choice

According to the Capital Asset Pricing Model:

A) the expected return on a security is negatively and non-linearly related to the security's
Beta.
B) the expected return on a security is negatively and linearly related to the security's beta.
C) the expected return on a security is positively and linearly related to the security's
Variance.
D) the expected return on a security is positively and non-linearly related to the security's
Beta.
E) the expected return on a security is positively and linearly related to the security's beta.