Question: Security A has standard deviation =20% and beta =0.1. Security B has standard deviation =15% and beta =0.5. Which statement is correct? Security A has

Security A has standard deviation =20% and beta =0.1. Security B has standard deviation =15% and beta =0.5. Which statement is correct? Security A has lower total risk and security B has higher market risk. Security A has higher total risk and security B has lower market risk. Security A has lower total risk and security B has lower market risk. Security A has higher total risk and security B has higher market risk

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