If You Were to Compare the Returns of an Individual

If you were to compare the returns of an individual stock to a market index, select the answer below that is most true.

A) The returns of the individual stock will show more variability than those of the market index.
B) The returns of the individual stock will show less variability than those of the market index.
C) The returns of the individual stock will show the same level of variability than those of the market index, if they have the same beta.
D) None of the above.