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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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