5. Suppose that you have a stock with a market beta of zero. This means that (A) the stock has no risk for an investor when held alone. (B) the stock adds no risk when held in a market portfolio. (C)...

5. Suppose that you have a stock with a market beta of zero. This means that

(A) the stock has no risk for an investor when held alone.
(B) the stock adds no risk when held in a market portfolio.
(C) the stock ́s returns must have a standard deviation of zero.
(D) the expected return on this stock must be zero or negative.
(E) this stock ́s returns must be uncorrelated with the market returns.