Question: According to CAPM Beta can have many definitions. Please mark the only CORRECT one: a. Beta measures the volatility of the stock Given a collection

According to CAPM Beta can have many definitions. Please mark the

According to CAPM Beta can have many definitions. Please mark the only CORRECT one: a. Beta measures the volatility of the stock Given a collection of 10 stocks, the one with the highest covariance with the market Ob. portfolio will be the one with the lowest variance If the covariance between stock B and the market is 200 and the volatility of the market index is 20%, then B's Beta will be 0.5 C. d. The higher the covariance between stock A and the market, the lower its Beta

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