Question: According to CAPM Beta can have many definitions. Please mark the only CORRECT one: a. If the covariance between stock B and the market is

According to CAPM Beta can have many definitions. Please mark the only CORRECT one:

a.

If the covariance between stock B and the market is 200 and the volatility of the market index is 20%, then Bs Beta will be 0.5
b.

The higher the covariance between stock A and the market, the lower its Beta
c.

Beta measures the volatility of the stock

d.

Given a collection of 10 stocks, the one with the highest covariance with the market portfolio will be the one with the lowest variance

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