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Security A has an expected rate of return of 7 % , a standard deviation of returns of 2 5 % , a correlation coefficient

Security A has an expected rate of return of 7%, a standard deviation of returns of 25%, a correlation coefficient with the market of -0.2, and a beta coefficient of -0.25. Security B has an expected return of 12%, a standard deviation of returns of 15%, a correlation with the market of 0.5, and a beta coefficient of 0.4. Which security is more risky? Why?

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