Question: If a stock's beta is 0.8 during a period when the market portfolio was down by 10%, then, a priori, we could expect the return

If a stock's beta is 0.8 during a period when the market portfolio was down by 10%, then, a priori, we could expect the return on this individual stock to:

Question 37 options:

lose more than 10%.

lose, but less than 10%.

gain more than 10%.

gain, but less than 10%.

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