Under CAPM, the expected return on a lottery ticket should be zero. Group of answer choices True False

According to CAPM, the expected return on a risky asset depends on three components. Describe each component, and explain its role in determining expected return of an investment in the capital markets.

Please shortly explain how they arrived at the answers below? Stock A has a beta of 1.5, and stock B has a beta of 1.0. Determine whether each of the statements below is true or false.
a. Stock A must have a higher standard deviation than Stock B. False
b. Stock A has a higher expected return than Stock B. True
c. The expected return on Stock A is 50 percent higher than the expected return on B. False