If the standard deviation of Company A's stock returns is greater than the standard deviation of Company

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If the standard deviation of Company A's stock returns is greater than the standard deviation of Company B's stock returns, then the beta of Stock A must be greater than the beta of Stock B. Explain your answer. True or false:
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Financial Management Principles and Applications

ISBN: 978-0134417219

13th edition

Authors: Sheridan Titman, Arthur J. Keown, John H. Martin

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