What can we infer about a stock that has a beta of 0.85? The standard deviation of the stock is expected to be 85.00% of that of the market The covariance of the stock is 15.00% lower than the covariance of the market Investors can expect a -15.00% greater/(lower) return on the stock than the overall market The covariance between the stock and the market is less than zero If the market falls by 1.00%, the stock is expected to fall by 0.85%