FINAL EXAM Question 17 In 11 An analyst gathers the following information: Expected Expected Security Annual Return Standard Deviation (96) (%) Security 1 11 25 Security 2 11 20 Security 3 14 20 Market 10 15 Which security has the least amount of market risk? A. Security 1. B. Security 2. C. Security 3. Correlation between Security and the Market 0.6 0.7 0.8 1.0