Consider the following information: Standard Deviation

Which security has a higher total risk? Explain. (2 marks) Which security has a higher systematic risk? Explain. (2 marks) Which security should have a higher level of expected return based on the CAPM? Explain. (2 marks)

\begin{tabular}{|l|l|l|} \hline & Standard Deviation & Beta \\ \hline Security A & 30% & 0.80 \\ \hline Security B & 25% & 1.20 \\ \hline \end{tabular}