Question: ......................... Standard Deviation ........ Beta Security X .............. 0.35 ........................ 1.06 Security Y .............. 0.28 ........................ 1.45 Security Z .............. 0.44 ......................... 1.22 . Which

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

Security X .............. 0.35 ........................ 1.06

Security Y .............. 0.28 ........................ 1.45

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

.

Which security has the greatest systematic risk?

.

A.Z because it has the largest standard deviation.

B.Y because it has the largest beta coefficient..

C.Z because it has a high beta and the largest standard deviation.

D.Y because it has the greatest diversifiable risk.

E.It is not possible to tell given the information above.

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