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Which of the following statements is true? A.A beta measures the volatility of a security return compared to the market B.A beta of 1 indicates

Which of the following statements is true?

A.A beta measures the volatility of a security return compared to the market

B.A beta of 1 indicates that the stock is more volatile than the market

C.A portfolio of stocks cannot be assigned a beta

D.Stocks with a beta lower than one would likely have a higher expected return

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