Question 3 You must add one of two investments to an already well- diversified portfolio. Security A Expected Retum = 14% Standard Deviation of Retums= 15.8% Beta = 1.8 Security B Expected Retum = 14% Standard Deviation of Retums = 19.79% Beta = 1.5 If you are a risk-averse investor, which one is the better choice? Security A Security B Either security would be acceptable. Cannot be determined with information given