If a stock's beta is .8 during a period when the market portfolio was down by 10%, then, a priori, we could expect the return on this individual stock to: O gain, but more than 10% () lose more than...

Extracted text: If a stock's beta is .8 during a period when the market portfolio was down by 10%, then, a priori, we could expect the return on this individual stock to: O gain, but more than 10% () lose more than 10% Ogain more than 10% lose, but less than 10%