......................... Standard Deviation ........ Beta

Security X .............. 0.35 ........................ 1.06

Security Y .............. 0.28 ........................ 1.45

Security Z .............. 0.44 ......................... 1.22

.

Which security has the greatest systematic risk?

.

A.Z because it has the largest standard deviation.

B.Y because it has the largest beta coefficient..

C.Z because it has a high beta and the largest standard deviation.

D.Y because it has the greatest diversifiable risk.

E.It is not possible to tell given the information above.