The Beta of Stock X is $1\mathrm{.}6.$ The market return for next montff is expected to be either $-2\%,+1\%,$ or $+3\mathrm{.}3\%$ with an equal probability of each scenario. The probability distribution of Stock X retums for next month is $$ a$.$ zero b$.$ the same as that of the marketO c$.$ more dispersed than that of the market Od$.$ less dispersed than that of the market