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Common stock A has an expected return of 8%, a standard deviation of future returns of 20%, and a beta of 1.2. Common stock B

Common stock A has an expected return of 8%, a standard deviation of future returns of 20%, and a beta of 1.2. Common stock B has an expected return of 10%, a standard deviation of future returns of 12%, and a beta of 1.4. Which stock is riskier? Explain.

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