9. Which one of the following stocks is relatively more risky when held in as a single-stock portfolio? Stock ABC Standard Deviation 30% 40% Beta 1.2 1.6 XYZ a. XYZ because its beta is higher. b. XYZ because its standard deviation is higher. ABC because its beta is lower. d. ABC because its standard deviation is lower. 10. Investing in two assets with a correlation coefficient of -0.5 will reduce what kind of risk? A. Market risk B. Non-diversifiable risk C. Unique risk D. With a correlation of -0.5, no risk will be reduced. 11. Investing in two assets with a correlation coefficient of 1.0 will reduce which kind of risk? A. Market risk B. Unique risk C. Unsystematic risk D. With a correlation of 1.0, no risk will be reduced