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Stock A has a beta of 1.2, and Stock B has a beta of 1. The returns of Stock A are __________ sensitive to changes

Stock A has a beta of 1.2, and Stock B has a beta of 1. The returns of Stock A are __________ sensitive to changes in the market than are the returns of Stock B. A. 20% more B. Slightly more C. 20% less D. Slightly less

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