Data Table (Click on the icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.) Security Beta 1.37 0.77 -0.87 Print Done Assume the betas for securities A, B, and C are as shown here: EE a. Calculate the change in return for each security if the market experiences an increase in its rate of return of 12.5% over the next period b. Calculate the change in retum for ach security if the market experiences a decrease in its rate of return of 10.2% over te next period C. Rank and discuss the relative rsk of each security on the basis of your findings. Which security might perform best during an economic downturn? Explair a. Calculate the change in return for each security if the market experiences an increase in its rate of return of 12 5% over the next period Security A's change in retum will be Security B's change in return will b %, Round to two decimal places.) Security C's change in return will be %. (Round to two decimal places.) b. Calculate the change in return for each security the market experiences a decrease in its rate of return of 10 2% over the next period Security A's change in return will be Security B's change in return will b %, Round to two decimal places.) Security C's change in return will be 1%. (Round to two decimal places.) c. Rank and discuss the relative risk of each security on the basis of your findings. Which security might perform best during an economic downturn? Explain. (Selec the best choice below.) D% (Round to two decimal places ) . D% ( Round to to decimal places) A, Security B is the least risky since its return is least responsive (regardless of direction) to changes in the market retum . scurity A s the most r sky It has the highest relevant nsk as determined by the beta values and he greater changes in security A's retum for a given change in the market return uring an economic downturn t can probably be assumed that the market re um ould decrease lf this occurred security C would perform best Other se security ould be best since ould be least responsive to a change in the market return O D. Security C could be called defensive since it moves in the opposite direction from the market (its return increased when the market return fell and vice versa) O E. Al the above statements are correct