Question: Which has a higher systematic risk and why? (A) a stock with a slope(beta) of 0.8 and R^2 of 0.7 (B) a stock with a

Which has a higher systematic risk and why?

(A) a stock with a slope(beta) of 0.8 and R^2 of 0.7

(B) a stock with a slope(beta) of 0.4 and R^2 of 0.3

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