Which of the following statements is TRUE? O a. A stock that is three-quarters as risky as the market should have a beta of 1.75. Ob. Beta measures the amount of systematic risk present in any given asset relative to an average asset, e.g., a stock to the market". If a stock's has a beta of 1.8, this stock is less risky than an average stock in the market. oc. od The beta of any portfolio must be 1.0