17. Assume CAPM holds. Stock A has an expected return of 6% and a standard deviation of 38%, Stock B has an expected return of 12% and a standard deviation of 46%, and Stock C has an expected return of 10% and a standard deviation of 31%. The risk-free rate is 3%. A. Which risky security should the investor choose as part of her complete portfolio? Show your work. (Hint: You do not need to find weights; just choose one of securities A, B, or C by considering what would make one the best compared to the others.] Part B from above. B. If StockA has a beta of 0.5 , what is the beta of Stock B