A stock with a beta greater than 1.0 has returns that are ___

A stock with a beta greater than 1.0 has returns that are _____ volatile than the market, and a stock with a beta of less than 1.0 exhibits returns which are _____ volatile than those of the market portfolio.
A.   less, more B.   more, more
C.   less, less D.   more, less

 

Solution