You observe the following regarding Companies X and Y : - Company X has a lower expected return than Company Y; - Company X has a higher standard deviation of returns than Company Y; - Company X has a higher beta than Company Y. Given this information, which of the following statements is correct? a. Company X has less market risk than Company Y. b. Company X's returns will be negative when Y's returns are positive. c. Company X has more company-specific risk than Company Y. d. Company X has a higher coefficient of variation than Company Y