Question: Consider two securities X and Y. X has an expected return of 20%, standard deviation of 20% and beta of 1.5. Y has an expected

Consider two securities X and Y. X has an expected return of 20%, standard deviation of 20% and beta of 1.5. Y has an expected return of 10%, standard deviation of 30%, and beta of 1. Which asset (X or Y) has the least total risk? Which has the least systematic risk?

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