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

11.4. Consider the following information: Standard Deviation Beta Security T 20% 1.90

11.4. Consider the following information: Standard Deviation Beta Security T 20% 1.90 Security K 30% 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 risk consist of? What kind of nsk is eliminated with portfolio diversification? (5 points)

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