What is the expected return of a zero-beta security? July 10, 2021 – by admin Question: What is the expected return of a zero-beta security? A. The market rate of return. B. Zero rate of return. C. A negative rate of return. D. The risk-free rate. Answer» d. The risk-free rate. Note: The above multiple-choice question is for all general and Competitive Exams in India.