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Which of the following stocks have the highest systematic risk? A. A stock with a low correlation to the market and a low return volatility.

Which of the following stocks have the highest systematic risk?\ A.\ A stock with a low correlation to the market and a low return volatility.\ B.\ A stock with a high correlation to the market and a low return volatility.\ C.\ A stock with a high correlation to the market and high return volatility.\ D.\ A stock with a low correlation to the market and a high return volatility.

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