Question: stock a has volatility = 0.5 and beta 1.2, and stock b has volatility = 0.7, beta 0.9, which stock has more total risk and

stock a has volatility = 0.5 and beta 1.2, and stock b has volatility = 0.7, beta 0.9, which stock has more total risk and which stock has more systematic risk respectively?

(furthermore, their expected return are identical)

a. a/b

b. a/a

c. b/b

d. b,a

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