According to the following information, which of the stocks would be considered riskiest in a diversified portfolio of investments?

Stock	Std. Dev.
ABC	12.5%	1.0
FGH	8.0%	0.5
MNO	20.2%	2.4
TUV	15.3%	3.0

Stock MNO, because it has the highest standard deviation.

Stock TUV, because it has the highest beta.

Stock FGH, because it has the lowest beta.

Stock ABC, because its beta is the same as the market beta (1.0) and the market is always very, very risky.

None of the answers are correct.