Standard Deviation (%) Beta Expected return (%) Security A 28 1.2 14 Security B 12 1.6 10 Security C 8 1.1 8 Risk-free 0.0 0.0 2 Correlation Security A Security B Security C A +1.0 -0.8 -1.0 B -0.8 +1.0 +0.5 C -1.0 +0.5 +1.0 Required: (i) Which security has greater total risk? Which has greater systematic risk? Which has greater unsystematic risk? Which security will have a higher risk premium?