The Expected Return-Beta Relationship

The expected return-beta relationship

A) is the most familiar expression of the CAPM to practitioners.
B) refers to the way in which the covariance between the returns on a stock and returns on the market measures the contribution of the stock to the variance of the market portfolio, which is beta.
C) assumes that investors hold well-diversified portfolios.
D) All of the options are true.
E) None of the options is true.