Please answer these question in a response:

Security A has an expected return of $12\mathrm{.}4\%$ with a standard deviation of $15\%,$ and a correlation with the market of $0\mathrm{.}85.$ Security B has an expected return of $-0\mathrm{.}73\%$ with a standard deviation of $20\%,$ and a correlation with the market of $-0\mathrm{.}67.$ The standard deviation of rM is $12\%.$

a$.$To someone who acts in accordance with the CAPM, which security is more risky, A or B$?$ Why? $($Hint: No calculations are necessary to answer this question; it is easy.$)$

b$.$ What are the beta coefficients of A and B$?$ Calculations are necessary.

c$.$ If the risk$-$free rate is $6\%,$ what is the value of rM$?$