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 $12\mathrm{.}9\%$ 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 $12\mathrm{.}9\%$ over the next period.

Security A$\text{'}$s change in return will be

$\%.($Round to two decimal places.$)$

Data table

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a spreadsheet.$)$