We have security XYZ$,$ which has a standard deviation of $40\%$ and a beta of $1\%$ and we have security ABC, which has a standard deviation of $30\%$ and a beta of $1\mathrm{.}5\%.$ The question is$,$ which security has a higher risk? Which security has greater systematic risk?

Select one:

a$.$

ABC

b$.$ XYZ