Can you plz tell me how to get the answer of this question? (Plz provide the steps if applicable)

Question 18 0/2 pts If the CAPM holds true, which of the following asset has the highest systematic risk? Asset Standard Deviation of Return Expected Return 21% 0.24 B. 16% 0.15 Ic 12% 0.44 D 7% 0.33 nswer vered B Cannot be determined BI