Question: 11.4. Consider the following information: Beta Security T Security K Standard Deviation 20% 30% 1.90 1.90 a. Which security has more total risk? (5 points)

11.4. Consider the following information: Beta Security T Security K Standard Deviation 20% 30% 1.90 1.90 a. Which security has more total risk? (5 points) b. Which security has more systematic risk? (5 points) c. Which security should have the higher expected return? (5 points) d. What does the total nisk consist of? What kind of nisk is eliminated with portfolio diversification? (5 points)

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