Which one of the following statements involving the beta coefficient is true? werd Nagrade TFG O The expected return on a security with a bota of 2 is twice as high as the expected return on the market portfolio Ob. A bets greater than one represents less systematic risk than that found in the overall market. c. Bet is a measure of unsystematic risk. d. A security with a negative beta has an expected rate of return lower than the risk tree rate