Question: Security Return Standard Deviation Beta A 15% 8% 1.2 B 12% 14% 0.9 Risk-free asset 5% ??? ??? Which of A and B has the

Security Return Standard Deviation Beta
A 15% 8% 1.2
B 12% 14% 0.9
Risk-free asset 5% ??? ???

Which of A and B has the least total risk? The least systematic risk?

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