Consider the following information on two securities. Which has greater total risk? Which has greater systematic risk?

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Consider the following information on two securities. Which has greater total risk? Which has greater systematic risk? Greater unsystematic risk? Which asset will have a higher risk premium?

Security A Security B Standard Deviation 40% 20 Beta .50 1.50

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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