We would generally find that the beta of a single security is more stable over time than the beta of a diversified portfolio.

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The beta of a single security is affected by company-specific factors and can be subject to significant fluctuations over time. On the other hand, the beta of a diversified portfolio is influenced by macroeconomic trends and industry-wide factors, which tend to be more stable over time. Thus, the beta of a diversified portfolio is generally more stable than the beta of a single security.

We Would Generally Find That the Beta of a Single