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Stock A has an expected return of 7%, a standard deviation of expected returns of 35%, a correlation coefficient with the market of -0.3, and

Stock A has an expected return of 7%, a standard deviation of expected returns of 35%, a correlation coefficient with the market of -0.3, and a beta coefficient of -0.5.

Stock B has an expected return of 12%, a standard deviation of returns of 27%, a 0.7 correlation coefficient with the market, and a beta coefficient of 0.9.

Which stock is riskier? Why?

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