6. As an analyst you have gathered the following information:

Security	Expected Annual Return	Expected Standard Deviation	Correlation between Security and the Market
Security 1	11%	25%	0.6
Security 2	11%	20%	0.7
Security 3	14%	20%	0.8
Market	10%	15%	1.0

(i). Compute the total variance on all securities and identify the security which has the highest total risk?

(ii). Compute the market risk for all securities and identify the security which has the highest and least market risk?

(iii). Which security has the least amount of market risk?