Using the CAPM, show that the ratio of the risk premiums on two assets is equal to the ratio of their betas.
a) Risk premium of Asset 1/Risk premium of Asset 2=Beta of Asset 1/Beta of Asset 2
b) Risk premium of Asset 1/Risk premium of Asset 2=Beta of Asset 2/Beta of Asset 1
c) Risk premium of Asset 1/Beta of Asset 1=Risk premium of Asset 2/Beta of Asset 2
d) Beta of Asset 1/Risk premium of Asset 1=Beta of Asset 2/Risk premium of Asset
