9 Question 21 (1 point) Saved In the single index model we assume which of the following? 1 12 14 15 The higher a stock's standard deviation, the higher its expected return. The higher a stock's standard deviation, the higher its Beta. 17 18 A stock's return is uncorrelated to the market. ! 20 21 Firm specific risk is correlated to the market. A stock's systematic risk is unpriced. 23 24 None of the above Question 22 (1 point) In the single index model we assume which of the following? The higher a stock's standard deviation, the higher its expected return e BB E 9 8