Which of the following is correct? The greater the beta of the stock, the higher the risk the stock has. To find the beta of a stock, one can multiply the correlation coefficient between stock return and market return by the standard deviation of the stock return and divide the product by the standard deviation of the market return. A stock has a return correlation coefficient with the market return of 0.72 and it has a standard deviation of 30%, its beta is equal to 0.75 if the market portfolio has a standard deviation of 25%. The greater the standard deviation of the stock, the higher the risk the stock has