Question: Assuming that Treasury debt has a zero beta, implying no risk, which of the following has the highest risk? Security A , Beta of 2

Assuming that Treasury debt has a zero beta, implying no risk, which of the
following has the highest risk?
Security A, Beta of 2.5
Overall market, Beta of 1
Treasury Debt, Beta of Zero
All of the above are very risky
Assuming that Treasury debt has a zero beta,

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