True or false: If the standard deviation of Company As stock returns is greater than the standard

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True or false: If the standard deviation of Company A’s stock returns is greater than the standard deviation of Company B’s stock returns, then the beta of Stock A must be greater than the beta of Stock B. Explain your answer.

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Financial Management Principles And Applications

ISBN: 9781292222189

13th Global Edition

Authors: Sheridan Titman, Arthur Keown, John Martin

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