Which of the following statements is CORRECT? The characteristic line is the regression line that results from plotting the returns on a particular stock versus the returns on a stock from a different industry. The slope of the characteristic line is the stock's standard deviation. The distance of the plot points from the characteristic line is a measure of the stock's market risk. The distance of the plot points from the characteristic line is a measure of the stock's diversifiable risk. "Characteristic line" is another name for the Security Market Line