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Which of the following statements is TRUE? A stock that is three-quarters as risky as the market should have a beta of 1.75. ob Beta measures the amount of systematic risk present in any given asset relative to an average asset, e.g., a stock to the market". 0.c. If a stock's has a beta of 1.8, this stock is less risky than an average stock in the market. o do The beta of any portfolio must be 1.0. The slope of the security market line represents the: O a. expected market return O b. beta coefficient O c. risk-free rate O d. market risk premium Which one of the following is the best example of unsystematic risk? O a. Decrease in corporate tax rates O b. A warehouse fire Oc. Decrease in the value of the dollar Od. Inflation exceeding market expectations Which of the following statements is TRUE? O a. Diversification can remove the systematic risk component. Ob. Because of the effects of diversification, a portfolio's standard deviation is likely to be more than a single stock's standard deviation. c. The terms "market risk", "diversifiable risk", and "unsystematic risk" all mean the same thing, O d. Maximum benefit from diversification occurs when the correlation coefficient for pairs of stocks is minus one