2. The beta coefficient Aa Aa A stock's contribution to the market risk of a well-diversified portfolio is called risk. It can be relevant measured by a metric called the beta coefficient, which calculates the degree to which a stock moves with the movements in the market. Based on your understanding of the beta coefficient, indicate whether each statement in the following table is true or false: Statement True False Higher-beta stocks are expected to have higher required returns. Stock A's beta is 1.0; this means that the stock has a negative correlation with the market. Beta coefficients are generally calculated using historical data