Suppose that you have a stock with a market beta of zero. This means that

(A) the stock has no risk for an investor when held alone.

(B) the stock adds no risk when held in a market portfolio.

(C) the stock s returns must have a standard deviation of zero.

(D) the expected return on this stock must be zero or negative.

(E) this stock s returns must be uncorrelated with the market returns.