According to CAPM Beta can have many definitions. Please mark the only CORRECT one:

a. If the covariance between stock B and the market is 200 and the volatility of the market index is 20%, then Bs Beta will be 0.5

b. The higher the covariance between stock A and the market, the lower its Beta

c. Beta measures the volatility of the stock

d. Given a collection of 10 stocks, the one with the highest covariance with the market portfolio will be the one with the lowest variance