Question: 21 which of the following statements is most likely false...

21. Which of the following statements is most likely FALSE:

1. The SP500 index has a higher beta than Stock B

2. The SP500 index has a higher beta than Stock A

3. Stock A has a higher beta than Stock B

4. Stock A index has a beta of 0.80

5. The SP500 index has a beta of 1.20

22. Over the past six years, which of the following statements is most likely TRUE:

1. The SP500 index has the highest arithmetic average return, but the lowest geometric return

2. The SP500 index has the highest arithmetic average return, while Stock A has the lowest geometric return

3. The SP500 index has the highest arithmetic average return, while Stock B has the lowest geometric return

4. The SP500 index has the lowest geometric average return, while Stock B has the highest arithmetic return

5. The SP500 index has the lowest geometric average return, while Stock A has the highest arithmetic return