Question: Use the following three statements to answer this question: I. The Beta for a given security is stable over time. II. Beta is always greater

Use the following three statements to answer this question:

I. The Beta for a given security is stable over time. II. Beta is always greater than or equal to zero. III. Beta is a measure of undiversifiable risk.

Question 12 options:

a)

I, II and III are correct.

b)

I, II and III are incorrect.

c)

I is correct, II and III are incorrect.

d)

I, II are incorrect, III is correct.

e)

None of the listed answers.

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