Stock a has an expected return of 7 a standard deviation of


Stock A has an expected return of 7%, a standard deviation of expected returns of 35%, a coefficient with the market of -0.3, and a beta coefficient of -0.5. Stock B has an expected return of 12%, a standard deviation of return of 10%, a 0.7 correlation with the market, and a beta coefficient of 1. 0. Which security is riskier? Why?

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Financial Management: Stock a has an expected return of 7 a standard deviation of
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