MEDIUM 41 RWJ 13 - 9 MC Based on the information in the table, which stock has the greatest expected retur? Stock Standard Deviation W 37% X 35% Y 30% Z 45% Beta 1.00 1.50 0.95 1.30 OAW because it has a beta equal to one B. Y because it has the smallest standard deviation C. X because it has the largest beta coefficient. D. Z because it has the highest standard deviation Evaluate the following two statements about investment risk. 1. Investors assume risk unnecessarily by investing in T-Bills. II. An investor can realize the benefits of diversification by investing in a sector fund. A. I is correct. B. I and I are wrong. C. Il is correct. D. I and II are correct