Question: Security A has an expected return of 7%, a standard deviation of returns of 35%, a correlation coefficient with the market of 0.3, and a

Security A has an of 7%, a standard deviation of returns of 35%, a correlation coefficient with the market of −0.3, and a of −1.5. Security B has an of 12%, a standard deviation of returns of 10%, a correlation with the market of 0.7, and a of 1.0.Which security is riskier? Why?

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