1. A security has a beta of 0.87. Is it more or less risky than the market? Why? 2 Astock has a return of 12,5% and a standard deviation of 9.2%. What is its coefficient of variation? 3 A portfolio is comprised of 3 securities: 25% in Security A, 55% in Security B and 20% in Security C. The returns of A, B and 22% and 16%. What is the expected portfolio return? respectively, are 1996