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We have the historical returns of two risky assets: Date asset_A asset_B 4/30/2020 -0.1554 0.1363 5/31/2020 0.0851 0.0254 6/30/2020 0.1474 0.1106 7/31/2020 0.1651 0.0074 8/31/2020

We have the historical returns of two risky assets:

Date asset_A asset_B
4/30/2020 -0.1554 0.1363
5/31/2020 0.0851 0.0254
6/30/2020 0.1474 0.1106
7/31/2020 0.1651 0.0074
8/31/2020 0.2166 0.1028
9/30/2020 -0.1025 -0.0674

Calculate stock expected return and variance of return using time-series analysis.

Which asset has a higher total risk?

A

B

Not sure

They have the same systematic risk

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