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Which of the Following Statements About the Beta Coefficient of a Stock

Question 32

Multiple Choice

Which of the following statements about the beta coefficient of a stock is true?


A) A beta of > 1 implies that the stock's volatility is less than that of the market.
B) A beta of < 0 implies that the stock tends to move against the market.
C) A beta of 1 implies a volatility independent of the market's volatility.
D) A beta of < 1 implies that the stock's movement is independent of the market.

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