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In the CAPM, Group of answer choices A. larger the value of for a stock, larger is the unsystematic risk involved in investing in the

In the CAPM,

Group of answer choices

A. larger the value of for a stock, larger is the unsystematic risk involved in investing in the stock.

B. larger the value of for a stock, smaller is the unsystematic risk involved in investing in the stock.

C. larger the value of for a stock, larger is the systematic risk involved in investing in the stock.

D larger the value of for a stock, smaller is the systematic risk involved in investing in the stock.

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