Question: What is the highest expected return? a) Beta = 1.2, Sigma = 58%, Unsystematic Risk = 30% b) Beta = 0.8, Sigma = 60%, Unsystematic

What is the highest expected return?

a) Beta = 1.2, Sigma = 58%, Unsystematic Risk = 30%

b) Beta = 0.8, Sigma = 60%, Unsystematic Risk = 44%

c) Beta = 0.9, Sigma = 62%, Unsystematic Risk = 42%

d) Beta = 1.3, Sigma = 55%, Unsystematic Risk = 28%

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