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Company A has an expected return of 6%, standard deviation of returns of 35%, a correlation coefficient with the market of -.24, and a beta

Company A has an expected return of 6%, standard deviation of returns of 35%, a correlation coefficient with the market of -.24, and a beta coefficient of -.5.

Company B has an expected return of 8%, standard deviation of returns of 16%, a correlation with the market of .75, and a beta coefficient of .6.

Which firm is more risky?

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