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Short Question (1) Judge whether the following statement is CORRECT or INCORRECT and provide a...

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Short Question (1) Judge whether the following statement is CORRECT or INCORRECT and provide a clear explanation. (a) Market model is an asset pricing model derived from the market equilibrium condition." (3%) (b) The Capital Asset Pricing Model (CAPM) predicts that the zero-beta portfolio must be less risky than the market portfolio." (3%) (C) "The Capital Asset Pricing Model (CAPM) predicts that under market equilibrium, there is no inefficient portfolio in the capital market. (3%) (d) "If a capital market is efficient in semi-strong form, different mutual funds will have the same expected return as the market portfolio." (3%) (e) Post-earnings announcement drift is a piece of evidence that the stock market overreacts to the earning surprise." (3%) Short Question (2)

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