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Rank systematic risk from lowest to highest for three companies: A has a beta of 0.8 and standard deviation 16% B has a beta of

Rank systematic risk from lowest to highest for three companies:

A has a beta of 0.8 and standard deviation 16%

B has a beta of 1.3 and standard deviation 20%

C has a beta of 1.1 and standard deviation 24%

answers:

1- A B C

2- B C A

3- C A B

4- A C B

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