Security a has an expected return of 7 a standard deviation, Ask an Expert

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Security A has an expected return of 7%, a standard deviation of expected returns of 35%, a correlation coefficient with the market of -0.3, and a beta coefficient of -0.5. Security B has an expected return of 12%, a standard deviation of returns of 10%, a correlation coefficient with the market of 0.7, and a beta coefficient of 1.0. Which security is riskier? Why?

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Category:- Basic Finance
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