maining Time: 1 hour, 13 minutes, 17 seconds. estion Completion Status: > Moving to another question will save this response Question 1 of 7 uestion 1 10 points Save Answer The standard deviation of security X is 22%, the standard deviation of security is 14%, and the standard deviation of the market is 15%. The correlation between security X and Y is 0.95, the correlation between security X and the market is 0.34, and the correlation between security Y and the market is 0.86 Given the information in this problem, which curity Security & Security of the market portfolio) should have the highest expected retum under CAPM? Why? TTTT Paragraph v Arial 3120 XDO QBETT. Words GY MacBook Pro 0 G Search or type URL + . % 5 & 7 ( 9 ) 0 3 4 6 8 W dele { E R T Y U I 0 P } 1 11 D F G I J L