What is the expected return of a zero-beta security? a. Market rate of return. b. Zero rate

Question:

What is the of a zero-beta security?
a. Market rate of return.
b. Zero rate of return.
c. Negative rate of return.
d. Risk-free rate of return.

Expected Return
The expected return is the profit or loss an investor anticipates on an investment that has known or anticipated rates of return (RoR). It is calculated by multiplying potential outcomes by the chances of them occurring and then totaling these...