True or false? a) A portfolio comprises two stocks, A and B, with equal amounts of money invested in each. If stock A's stock price increases and that of stock B decreases, the weight of stock A in the portfolio will increase. b) Stocks have both diversifiable risk and undiversifiable risk, but under CAPM, only diversifiable risk is rewarded with higher expected returns. c) Small stocks with a beta of 1.5 tend to have higher returns on average than large stocks with a beta of 1.5.