Which of the Following Statements Concerning Beta Are Correct

Multiple Choice

Which of the following statements concerning beta are correct?
I. Stock with high standard deviations of returns will always have high betas.
II. The higher the beta, the higher the expected return.
III. A beta can be positive, negative, or equal to zero.
IV. A beta of 0.35 indicates a lower rate of risk than a beta of 0.50.

A) II and III only
B) I and IV only
C) II, III and IV only
D) I, II, III and IV