Use the following information for the next three questions. 6m 1.658, Asset 1 : um-.195, = .25, .-.471, Asset 2:, um-2, = .73, = 1.245, Asset 3, um = 1, = .5, = 1.204 0n = standard deviation of market , standard deviation of individual asset 6 m covariance of the market with asset i. 22. Which asset is most risky within a portfolio framework? a. Asset 1 b. Asset 2 c. Asset 3 d. They all have equal risk 23. If you were going to put all your money in only one of these assets, which asset would be least risky? a. Asset 1 b. Asset 2 c. Asset 3 d. They all have equal risk hich asset's beta are you most confident about in using? 24. W a. The one with the highest beta b. The one with the lowest standard deviation c. The one with the highest r-square