Risk measures

1. You observe the following information regarding Company A and Company B:

• Company A has a lower expected return than Company B.
• Company A has a higher standard deviation of returns than Company B.
• Company A has a lower beta than Company B.

Given this information, which of the following statements is CORRECT?

a. Company B has more company-specific risk than Company A.

b. Company B's stock is a better buy than Company A's stock.

c. Company B has a lower coefficient of variation than Company A.

d. Company B's returns will be negative when A's returns are positive.

e. Company B has less market risk than Company A.