Question: Consider the following information: Standard DeviationBeta Security B20%1.25 Security D30%0.95 Which security should have the higher expected return? Explain in full. Please make sure to

Consider the following information:

Standard DeviationBeta

Security B20%1.25

Security D30%0.95

Which security should have the higher expected return? Explain in full. Please make sure to also explain which security has more total risk, and which security has more systematic risk within your answer.

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