Question: Using the information below, answer the following question: Standard Deviation Beta Security X 25% 1.50 Security Y 35% 0.90 Which security has a higher idiosyncratic

Using the information below, answer the following question: Standard Deviation Beta Security X 25% 1.50 Security Y 35% 0.90 Which security has a higher idiosyncratic risk?

a.

Equal idiosyncratic risk.

B.

Y

C.

Can not say.

D.

X

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