The Sensitivity of a Stock's Return to Movements in the Market

Multiple Choice

The sensitivity of a stock's return to movements in the market is dependent upon I) the value of the reward-to-risk ratio
II. the volatility of the stock in relation to the market
III. the correlation of the stock's return to that of the market
IV. the expected return of the stock

A) I, III
B) II, IV
C) II, III
D) II, IV.
E) II, III, IV