measures the tendency for retums on two stocks to move together 10. a. variance b. standard deviation c. efficiency d. correlation 11. Beta of the market portfolio is: a. zero. b. always less that the beta of the riskless asset. c. one. d. always greater than one. 12. For a stock with a beta coefficient equal to 0.5 a. the stock has half the standard deviation of the market portfolio. b, if the market return increases by 10%, you would expect a 5 % increase in stock's return C, the riskless return is less than 5 %. d. both B and C are correct