Question: True or False: - Security A has a 40% standard deviation and a beta of 1.0. Security B has a 30% standard deviation and a

True or False:

- Security A has a 40% standard deviation and a beta of 1.0. Security B has a 30% standard deviation and a beta of 1.1. Security B has the higher required return

- If two securities have the same standard deviation of returns, the security with lower correlation to the market portfolio will have a lower beta coefficient.

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