Question: Security ABC has an expected return of 8%, a standard deviation of returns of 35%, and a beta coefficient of .5. Security XYZ has an
Security ABC has an expected return of 8%, a standard deviation of returns of 35%, and a beta coefficient of .5. Security XYZ has an expected return of 10%, a standard deviation of returns of 17%, and a beta coefficient of 1.25. Which of these two securities is riskier? Why?
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