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5. Consider the following information: Return Standard Deviaton Beta Security A 10% 1.30 Security B 18% 0.96 Which has greater total risk? Which has higher

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5. Consider the following information: Return Standard Deviaton Beta Security A 10% 1.30 Security B 18% 0.96 Which has greater total risk? Which has higher systematic risk? Higher unsystematic risk? Which asset will have a higher risk premium? Why? (12 points) Explain your reasons to get full points

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