Considering CAPM when firm-specific risk is neglected, which of the following 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)

A)Bank of Montreal has a beta of 1 B)Bugatti Automobile has a beta larger than 1 C)A Michelin-starred restaurant holding company has a negative beta D)Hydro Quebec has a beta between 0 and 1