33. If you have three stocks, with the following variances and betas, (A) which stock has the most risk; (B) which stock has the most systematic risk; and (C) which stock should have the highest expected return?

Variance Beta

Stock A 0.0045 1.9

Stock B 0.1456 2.2

Stock C 0.0023 3.1

Question 33 options:

	A) most risk Stock B; most systematic risk Stock C; highest expected return Stock A
	B) most risk Stock C; most systematic risk Stock C; highest expected return Stock C
	C) most risk Stock B; most systematic risk Stock C; highest expected return Stock C
	D) most risk Stock B; most systematic risk Stock A; highest expected return Stock B
	E) most risk Stock C; most systematic risk Stock A; highest expected return Stock A