> Moving to the next question prevents changes to this answer. Question 12 Which one of the following two stocks is more risky when held by itself as 100% of your entire portfolio? Stock XYZ: standard deviation = .12, beta = .5 Stock ABC: standard deviation = .13, beta = 4 O XYZ because its beta is higher. O XYZ because its standard deviation is higher. O ABC because its beta is lower. ABC because its standard deviation is higher Moving to the next question prevents changes to this