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) The relationship depends on the correlation between the stock's returns and the market's returns.
D) Standard deviation and beta are different ways of measuring the same thing.