Question: The standard deviation on Stock I ' s return is 2 5 . 2 6 selected answer incorrectpercent, and the Stock I beta is 0

The standard deviation on Stock I's return is25.26selected answer incorrectpercent, and the Stock I beta is0.87selected answer incorrect. The standarddeviation on Stock II's return is20.64selected answer incorrectpercent, and the Stock II beta is1.21selected answer incorrect. Therefore, based on thestock's systematic risk/beta, StockIIselected answer incorrectis "riskier".

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