....................... Standard Deviation ......... Beta

Security X .............. 0.35 ........................ 1.45

Security Y .............. 0.28 ........................ 1.06

Security Z .............. 0.44 ......................... 1.22

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Which security has the largest expected return?

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	A.	Y because it has the lowest standard deviation.
	B.	X because it has the largest beta coefficient.
	C.	Z because it has the largest standard deviation.
	D.	Y because it has the lowest beta coefficient, and therefore the lowest systematic risk.
	E.	It is not possible to tell given the information above.