According to the capital asset pricing model (CAPM), an increase in the expected market return will have the largest effect on the expected return of

An investor has the following information: Expected Security Standard Deviation (%) Beta 1.50 Security 1 Security 2 Security 3 25 15 1.40 20 1.60 According to the capital asset pricing model (CAPM), an increase in the expected market return will have the largest effect on the expected return of A. B. C. Security 1. Security 2. Security 3