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2 of 22 Marks Considering CAPM when firm-specific risk is neglected, which of the followings does not make sense with respect to the beta of a company's stock? (whether these companies are actually publicly traded is not the issue here, assume they all are) oa. Bank of Montreal has a beta of 1. O b. Hydro Quebec has a beta between 0 and 1 OC. Bugatti Automobile has a beta larger than 1. od. A Michelin-starred restaurants holding company has a negative beta. Unsure