Assume the betas for securities $A,B,$ and C are as shown here: $$

a$.$ Calculate the change in return for each security if the market experiences an increase in its rate of return of $12\mathrm{.}4\%$ over the next period.

b$.$ Calculate the change in return for each security if the market experiences a decrease in its rate of return of $10\mathrm{.}7\%$ over the next period.

c$.$ Rank and discuss the relative risk of each security on the basis of your findings. Which security might perform best during an economic downturn? Explain.

a$.$ Calculate the change in return for each security if the market experiences an increase in its rate of return of $12\mathrm{.}4\%$ over the next period.

Security A$\text{'}$s change in return will be $\%.($Round to two decimal places.$)$

Data table

$($Click on the icon here in order to copy its contents of the data table below into a spreadsheet.$)$

$\backslash$table$[[$Security$,$Beta$],[$A$,1\mathrm{.}65],[$B$,0\mathrm{.}59],[$C$,-0\mathrm{.}21]]$