$(32)$

Security A has an expected rate of return of $6\%,$ a standard deviation of returns of $30\%,$ a correlation coefficient with the market of $0\mathrm{.}25,$ and a beta coefficient of $0\mathrm{.}5.$ Security B has an expected return of $11\%,$ a standard deviation of returns of $10\%,$ a correlation with the market of $0\mathrm{.}75,$ and a beta coefficient of $0\mathrm{.}5.$ Which security is more risky? Why?