Question: If a security has a high beta, it indicates that the _______________ is high relative to that of other securities. a. systematic or market risk

If a security has a high beta, it indicates that the _______________ is high relative to that of other securities.

a.

systematic or market risk of the security

b.

non-systematic or idiosyncratic risk of the security

c.

total risk of the security

d.

covariance of the security with any randomly selected security

e.

correlation coefficient between that security and any other security

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