Without Excel and with process

5. Suppose that you have a stock with a market beta of zero. This means that (A) the stock has no risk for an investor when held alone. (B) the stock adds no risk when held in a market portfolio. (C) the stock's returns must have a standard deviation of zero. (D) the expected return on this stock must be zero or negative. (E) this stock's returns must be uncorrelated with the market returns