The beta coefficient for a portfolio of stocks Select one: a. is generally less than the weighted average of the betas of the stocks in the portfolio b. is equal to the weighted average of the beta coefficients of the stocks in the portfolio c. is always equal to 1.0 (@d. will decline as more stocks are added to the portfolio Which of the following statements is CORRECT? Select one a. A stock's beta coefficient indicates its level of unsystematic (diversifiable) risk b. The slope of the security market line, SML, is equal to the market risk premium, (rM - TRF) c. Lower beta stocks have higher required or expected rates of returns d. Two securities with the same total (stand-alone) risk, as measured by the standard deviation of returns, must have the same beta coefficient