Security Standard deviation Beta
A. .35 1.45
B. .28 1.06
C. .44 1.22
Which of the following is correct?
A. Security C has the greatest total risk because it has the largest standard deviation.
B. Security A has the greatest total risk because it has the largest Beta.
C. Security A has the greatest diversifiable risk because it has the largest Beta
D. Security B has the lowest total risk because it has the lowest beta
E. And equally weighted portfolio of ABC will have the same systematic risk as the market portfolio