Table 1: Use the information in Table 1 to answer questions 36-38. 36. Refer to Table 1. Which of the following statements is correct? A. Security Z has the greatest total risk because it has the largest standard deviation. B. Security X has the greatest total risk because it has the largest beta. C. Security X has the greatest diversifiable risk because it has the largest betu D. An equally weighted portfolio of the three securities will have the same systematic risk as the market portfolio. E. None of the above. 37. Refer to Table 1. Which security has the greatest systematic tiak? A. Security Z, because it has the largest standard deviation. B. Security X, because it has the largest beta coefficient. C. Security Z, becanse it has a high beta and the largest standard deviation. D. Security Y, becnuse it has the largest diversifiable risk. E. None of the above. 38. Refer to Table 1. Which security has the greatest expected return? A. Security Y, because it has the largeat standard deviation. B. Security X, because it has the largest beta coefficient. C. Security Z, because it has the highest ratio of standard deviation to beta. D. Security Y, because it has the lowest beta coefticient, and therefore the lowest risk. E. None of the above