What is the risk premium of a zero-beta stock? Does this mean you can with the risk-free asset? What is the risk premium of a zero-beta stock? The risk premium of zero-beta stock is (Select from the drop Does this mean you can lower the volatility of a portfolio without changing choice below.) A. Yes, you are always better off substituting risky assets with risk-fre B. Yes, because a zero-beta stock has the same expected return as t C. No, the zero-beta stock is part of the market portfolio, so because D. No, the zero-beta stock is uncorrelated with the market, so there is What is the risk premium of a zero-beta stock? Does this mean you can with the risk-free asset? What is the risk premium of a zero-beta stock? The risk premium of zero-beta stock is (Select from the drop Does this mean you can lower the volatility of a portfolio without changing choice below.) A. Yes, you are always better off substituting risky assets with risk-fre B. Yes, because a zero-beta stock has the same expected return as t C. No, the zero-beta stock is part of the market portfolio, so because D. No, the zero-beta stock is uncorrelated with the market, so there is