Please check my work on this one, I'm still a bit unsure:

Q: The Beta coefficient of an individual stock:

a. increases as the portfolio beta increases.
b. increases as the riskiness of the stock decreases
c. if 1.2, indicates the stock is more volatile than the portfolio to which it belongs.
d. if 1.2, indicates that it is more risky than the market.
e. All of the above

I came up with "e. All of the above".