Security A has a standard deviation of 40% and a Beta of 0.5. Security B has a standard deviation of 20% and a Beta of 1.5. Which of the following statements must be true? a. Security A has more idiosyncratic risk than Security B b. Security A has more unavoidable risk than Security B c. Security A has less total risk than Security B d. Security A will definitely give a lower return next year than Security B e. Security A will likely give a higher return than Security B