Which statement is correct regarding the following information? - Shares in company Y have an expected return of 7%, standard deviation of 15% and beta coefficient of 1.0 - Shares in company X have an expected return of 12%, standard deviation of 25% and beta coefficient of 0.5. In a single asset portfolio, security X would be less risky because of its negative correlation with other stocks In a single asset portfolio, security X would be more risky Security X is riskier if held in a diversified portfolio because of its beta coefficient of 0.5 Security Y is less risky if held in a diversified portfolio because of its positive correlation with market portfolio