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If a stocks returns are positively correlated with the returns on the general stock market, then Its market-beta must be greater than 1.0 Its market-beta

If a stocks returns are positively correlated with the returns on the general stock market, then

Its market-beta must be greater than 1.0

Its market-beta must be exactly equal to 1.0

Its returns will increase or decrease by the same percentage as the percentage increase or decrease in the general stock market

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