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If you have three stocks with the following variances and betas, then (A) which stock has the most risk; (B) which stock has the most
If you have three stocks with the following variances and betas, then (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 2.9
Stock B 0.1456 2.2
Stock C 0.2023 1.1
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