If You Were to Compare the Returns of an Individual

Multiple Choice

If you were to compare the returns of an individual share to a market index, select the answer below that is most true.

A) The returns of the individual share will show more variability than those of the market index.
B) The returns of the individual share will show less variability than those of the market index.
C) The returns of the individual share will show the same level of variability than those of the market index, if they have the same beta.
D) None of the above.