QUESTION $4$

The Beta of Stock $x$ is $0\mathrm{.}8.$ The market return for next month is expected to be either $-2\%,+1\%,$ or $+3\mathrm{.}3\%$ with an equal probability of each scenario. The probability distribution of Stock $x$ returns for next month is

a$.$ more dispersed than that of the market

b$.$ less dispersed than that of the market

c$.$ the same as that of the market

$$ d$.$ zero