Which of the Following Best Describes the Relationship Between a Stock's

Multiple Choice

Which of the following best describes the relationship between a stock's beta and the standard deviation of the stock's returns?

A) The higher the standard deviation, the higher the beta.
B) The higher the standard deviation, the lower the beta.
C) There is no particular relationship between a stock's standard deviation of returns and it's beta.
D) Standard deviation and beta are different ways of measuring the same thing.