Question: Asset Return Std Deviation Beta A 20% 20% 1.50 B 10% 30% 1.00 Risk-free asset 5% Which asset (A or B) has the least total

Asset Return Std Deviation Beta A 20% 20% 1.50 B 10% 30% 1.00 Risk-free asset 5% Which asset (A or B) has the least total risk? Which has the least systematic risK? WHY?

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