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Suppose that there was a stock competition in my course. At the beginning of the course, I asked each student to pick a good U.S.

Suppose that there was a stock competition in my course. At the beginning of the course, I asked each student to pick a good U.S. stock. At the end of the course, I would evaluate each student by solely looking at the return of the stock that he/she picked (relative to the returns on the stocks that other students picked). Theoretically, which stock characteristic will most likely lead a student to win this stock competition assuming that the U.S. stock market remains roughly unchanged (from the beginning to the end of the course)?

Please base your answer only on: (a) the information provided above; and (b) our in-class discussions. Hint: your answer should go notably beyond noting the stock with the highest return.

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