The shares of a company have a beta factor of 1.15. Therefore, which of the following must be true?

The shares of a company have a beta factor of 1.15. Therefore, which of the following must be true?
A . The shares have more unsystematic risk than the stock market average.
B . The shares have more systematic risk than the stock market average.
C . The shares have more total risk than the stock market average.
D . The shares have less unsystematic risk than the stock market average.

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Answer: B