Which of the following statements is true? Selected answer will be automatically saved. For keyboard navigation, press up/down arrow keys to select an answer. a A stock with a beta less than zero has no exposure to systematic risk. b A stock with a beta greater than 1.0 has lower nondiversifiable risk than a stock with a beta of 1.0. c A stock with a beta less than 1.0 has lower nondiversifiable risk than a stock with a beta of 1.0. d A stock with a beta less than 1.0 has higher nondiversifiable risk than a stock with a beta of 1.0