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Question 5 Not yet answered Asset return (%) Marked out of 1.0 Flag question FTSE return (%) -3 2 3 The diagram above shows daily

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Question 5 Not yet answered Asset return (%) Marked out of 1.0 Flag question FTSE return (%) -3 2 3 The diagram above shows daily returns on FTSE and a specific asset, with a fitted trendline. Which of the following statements about the beta and idiosyncratic risk (specific risk) of this asset is closest to the truth? Select one: a. High idiosyncratic risk and beta-2.1 b. High idiosyncratic risk and beta 1.1 c High idiosyncratic risk and beta=0,46 d. Very low idiosyncratic risk and beta=0.46

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