Which of the Following Is the Best Definition of Beta

Multiple Choice

Which of the following is the best definition of beta coefficient?

A) Amount of systematic risk present in a particular risky asset relative to an average risky asset.
B) Group of assets such as stocks and bonds held by an investor.
C) The difference between the return on a risky investment and a risk-free investment
D) Return on a risky asset expected in the future.
E) Equation of the SML showing the relationship between expected return and beta.