Question: Assuming you have a diversified portfolio, which security below should increase the risk of your portfolio most? Security Standard Deviation Beta A 231 1.39 B

Assuming you have a diversified portfolio, which security below should increase the risk of your portfolio most? Security Standard Deviation Beta A 231 1.39 B .358 0.54 .401 1.21 IN Security A O Security Security o all of the securities would affect your portfolio's risk in the same way there is not enough information to answer Use this information to answer the question Security Expected Return Beta 1 16.0% 1.12 2 12.5% 0.94 Assume you want to construct a portfolio from the securities. What is the expected return on your portfolio if you invest $800,000 in Security 1 and $200,000 in Security 2? O 15.8% O 15.6% O 15.3% 14.9% 14.3%
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