Question: Problem 24: If the return on stock YYY has a higher standard deviation than the return on stock ZZZ, then A) YYY must have higher

Problem 24: If the return on stock YYY has a higher standard deviation than the return on stock ZZZ, then

A) YYY must have higher beta than ZZZ

B) YYY must have lower beta than ZZZ

C) The expected return on YYY must be higher than the expected return on ZZZ

D) Both (A) and (C)

E) None of the above

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