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Which of the following statement is correct about a stock returns beta in the CAPM A. beta equals the stock's covariance with the risk-free asset

Which of the following statement is correct about a stock returns beta in the CAPM

A.

beta equals the stock's covariance with the risk-free asset

B.

beta equals the change in the stock's return for a given change in the market return

C.

beta equals the standard deviation of the stocks return

D.

beta equals the correlation between the stocks return and the market return

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