13) Which of the following statements is FALSE? A) A security with a negative beta has a negative correlation with the market, which means that this security tends to perform well when the rest of the market is doing poorly B) There is a linear relationship between a stock's beta and its expected return C) The beta of a portfolio is the weighted average beta of the securities in the portfolio D) The risk premium of a security is equal to the market risk premium divided by the amount of market risk present in the security's returns measured by its beta with the market