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Business, 26.11.2019 19:31 Nason156

Security a has an expected return of 7%, a standard deviation of returns of 35%, a correlation coefficient with the market of 0.3, and a beta coefficient of 1.5. security b has an expected return of 12%, a standard deviation of returns of 10%, a correlation with the market of 0.7, and a beta coefficient of 1.0. which security is riskier? why?

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