If a certain stock has a beta greater than 1.0, it means that:

Select one:

a.

the stock is less risky than the market portfolio.

b.

the stock's return is more risky than that of the market portfolio.

c.

an investor can eliminate the risk by combining it with another stock that has a negative beta.

d.

an investor will earn a lower return on his stock than that on the market portfolio.