Question: SECURITY X: STANDARD DEVIATION = 0.35, BETA = 1.45 SECURITY Y: STANDARD DEVIATION = 0.28, BETA = 1.06 SECURITY Z: STANDARD DEVIATION = 0.44, BETA

SECURITY X: STANDARD DEVIATION = 0.35, BETA = 1.45 SECURITY Y: STANDARD DEVIATION = 0.28, BETA = 1.06 SECURITY Z: STANDARD DEVIATION = 0.44, BETA = 1.22 Which security has the greatest systematic risk? Z because it has a high beta and the largest standard deviation. Z because it has the largest standard deviation. It is not possible to tell given the information above. Y because it has the greatest diversifiable risk. X because it has the largest beta coefficient

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