Question: Security Y Beta 1.5 Standard Deviation 20% Security Z Beta 1.3 Standard Deviation 35% which would you invest in if both have the same return?

Security Y

Beta 1.5

Standard Deviation 20%

Security Z

Beta 1.3

Standard Deviation 35%

which would you invest in if both have the same return? Explain using capital asset pricing model (without any calculation)

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