Which of the following securities has the largest systematic (market) risk? Select one: O a. Security A with a Beta equal to 1.2 o b. Security B with a Beta equal to 1.1 o c. Security C with a Beta equal to 0.9 o d. Security D with a Beta equal to 0.8 o e. More information is needed to answer this question. Which of the following securities has the largest standard deviation for its returns? Select one: O a Security A with a Beta equal to 1.2 O b. Security B with a Beta equal to 1.1 O c. Security C with a Beta equal to 0.9 d. Security D with a Beta equal to 0.8 o e. More information is needed to answer this