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Why should a stock beta and expected return be related?

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Why should a stock beta and expected return be related while no such relationship exists between a stock's standard deviation and expected returns? Why is the standard deviation of a portfolio typically less that the average of the betas of the stocks in the portfolio?

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The expert determines why should a stock beta and expected return be related.

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Why should a stock beta and expected return be related while no such relationship exists between a stock's standard deviation and expected returns?

Systematic risk drivers the expected returns. The standard deviation measures BOTH systematic and unsystematic ...

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